+264.1%
AG vs TNA
+99.7%
+164.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.8% | -3.7% |
| 7D | -5.8% | -7.6% | +1.8% | -2.9% |
| 30D | +6.4% | -13.6% | +20.0% | +12.6% |
| 3M | +28.4% | +2.8% | +25.5% | +27.3% |
| 6M | -24.5% | +34.5% | -59.0% | -31.6% |
| YTD | +21.2% | +41.0% | -19.8% | +8.7% |
| 1Y | +114.1% | +52.0% | +62.1% | +86.9% |
| All | +264.1% | +99.7% | +164.4% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling