+60.9%
AG vs TNA
-24.1%
+85.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.8% | -3.8% |
| 7D | -5.8% | -7.6% | +1.8% | -3.3% |
| 30D | +6.4% | -13.6% | +20.0% | +11.8% |
| 3M | +28.4% | +2.8% | +25.5% | +27.5% |
| 6M | -24.5% | +34.5% | -59.0% | -30.9% |
| YTD | +21.2% | +41.0% | -19.8% | +9.8% |
| 1Y | +114.1% | +52.0% | +62.1% | +88.9% |
| 3Y | +268.0% | +103.5% | +164.6% | +171.9% |
| All | +60.9% | -24.1% | +85.0% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling