+282.7%
AG vs TD
+123.9%
+158.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +3.1% |
| 7D | -0.1% | -1.9% | +1.8% | +1.7% |
| 30D | +12.5% | -1.6% | +14.1% | +13.9% |
| 3M | +28.2% | +4.6% | +23.5% | +22.2% |
| 6M | -18.8% | +26.8% | -45.7% | -35.2% |
| YTD | +27.4% | +28.3% | -0.9% | +1.3% |
| 1Y | +132.2% | +60.4% | +71.7% | +54.1% |
| All | +282.7% | +123.9% | +158.8% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling