+253.1%
AG vs TLN
+602.5%
-349.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.9% |
| 7D | +4.5% | +10.9% | -6.4% | +1.2% |
| 30D | +12.9% | -6.3% | +19.2% | +15.0% |
| 3M | +20.9% | -10.7% | +31.6% | +24.7% |
| 6M | -19.5% | +1.6% | -21.2% | -19.7% |
| YTD | +24.8% | -13.1% | +37.9% | +27.6% |
| 1Y | +120.2% | -15.1% | +135.3% | +126.9% |
| 3Y | +279.0% | +495.0% | -216.0% | +118.2% |
| All | +253.1% | +602.5% | -349.4% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling