+439.9%
AG vs TRI
+305.0%
+134.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | +2.1% |
| 7D | +4.5% | -7.1% | +11.6% | +7.9% |
| 30D | +12.9% | -2.3% | +15.2% | +13.5% |
| 3M | +20.9% | +19.6% | +1.4% | +6.6% |
| 6M | -19.5% | -8.7% | -10.8% | -20.7% |
| YTD | +24.8% | -22.3% | +47.1% | +31.6% |
| 1Y | +120.2% | -40.7% | +160.9% | +172.4% |
| 3Y | +279.0% | -17.8% | +296.8% | +274.3% |
| 5Y | +67.9% | -8.5% | +76.4% | +54.4% |
| 10Y | +57.5% | +192.6% | -135.1% | -35.3% |
| All | +439.9% | +305.0% | +134.9% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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