+2,162.4%
AG vs TNA
+944.8%
+1,217.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.2% | +3.2% |
| 7D | -0.1% | -3.6% | +3.5% | +0.8% |
| 30D | +12.5% | -10.1% | +22.5% | +15.7% |
| 3M | +28.2% | +2.7% | +25.5% | +27.5% |
| 6M | -18.8% | +38.4% | -57.2% | -25.2% |
| YTD | +27.4% | +45.4% | -18.0% | +16.4% |
| 1Y | +132.2% | +55.9% | +76.2% | +107.6% |
| 3Y | +286.9% | +109.8% | +177.0% | +197.6% |
| 5Y | +72.8% | -22.5% | +95.3% | +55.2% |
| 10Y | +74.6% | +87.5% | -12.9% | -7.9% |
| All | +2,162.4% | +944.8% | +1,217.7% | +358.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling