+88.6%
AG vs TNA
+52.8%
+35.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.6% |
| 7D | -6.7% | -7.3% | +0.5% | -2.2% |
| 30D | +2.2% | -14.2% | +16.3% | +12.7% |
| 3M | +15.7% | -4.6% | +20.3% | +19.0% |
| 6M | -23.8% | +36.9% | -60.7% | -36.4% |
| YTD | +17.6% | +42.5% | -24.9% | -2.2% |
| 1Y | +88.6% | +45.8% | +42.9% | +53.3% |
| All | +88.6% | +52.8% | +35.8% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling