+86.9%
AG vs TAP
-47.8%
+134.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -4.0% | -8.0% | +4.0% | -2.7% |
| 30D | -13.1% | +4.1% | -17.1% | -13.8% |
| 3M | -22.0% | -4.4% | -17.7% | -21.7% |
| 6M | -37.3% | -1.9% | -35.3% | -37.5% |
| YTD | -11.2% | -12.1% | +0.9% | -10.0% |
| 1Y | +23.9% | -12.0% | +36.0% | +25.4% |
| 3Y | +225.1% | -25.0% | +250.2% | +236.1% |
| 5Y | +7.7% | -1.1% | +8.8% | +4.4% |
| 10Y | +86.9% | -47.6% | +134.5% | +120.7% |
| All | +86.9% | -47.8% | +134.7% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling