+67.3%
AG vs TW
+19.6%
+47.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.7% |
| 7D | -5.8% | -2.7% | -3.1% | -5.2% |
| 30D | +6.4% | -1.7% | +8.1% | +6.6% |
| 3M | +28.4% | +1.6% | +26.8% | +26.6% |
| 6M | -24.5% | -17.7% | -6.8% | -20.7% |
| YTD | +21.2% | -4.3% | +25.5% | +19.7% |
| 1Y | +114.1% | -13.1% | +127.2% | +119.4% |
| 3Y | +268.0% | +20.3% | +247.8% | +235.2% |
| 5Y | +67.3% | +22.0% | +45.4% | +48.8% |
| All | +67.3% | +19.6% | +47.7% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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