+151.3%
AG vs TLN
+716.6%
-565.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -2.5% |
| 7D | -4.0% | +15.9% | -19.9% | -8.1% |
| 30D | -13.1% | -0.3% | -12.8% | -13.4% |
| 3M | -22.0% | +5.8% | -27.9% | -24.2% |
| 6M | -37.3% | -1.2% | -36.0% | -37.9% |
| YTD | -11.2% | +1.0% | -12.2% | -14.1% |
| 1Y | +23.9% | +1.1% | +22.8% | +19.7% |
| 3Y | +225.1% | +591.7% | -366.6% | +76.2% |
| All | +151.3% | +716.6% | -565.3% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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