+61.6%
AG vs TNA
+86.1%
-24.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.2% |
| 7D | -6.7% | -7.3% | +0.5% | -5.0% |
| 30D | +2.2% | -14.2% | +16.3% | +6.1% |
| 3M | +15.7% | -4.6% | +20.3% | +17.2% |
| 6M | -23.8% | +36.9% | -60.7% | -28.9% |
| YTD | +17.6% | +42.5% | -24.9% | +9.2% |
| 1Y | +88.6% | +45.8% | +42.9% | +73.7% |
| 3Y | +253.4% | +104.7% | +148.8% | +185.5% |
| 5Y | +62.4% | -21.7% | +84.1% | +45.9% |
| All | +61.6% | +86.1% | -24.4% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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