+337.4%
AGI vs TCOM
-9.8%
+347.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -2.7% | -4.9% | +2.2% | -2.3% |
| 30D | +7.2% | -14.4% | +21.6% | +8.6% |
| 3M | +4.3% | -17.7% | +21.9% | +5.7% |
| 6M | -27.1% | -25.1% | -2.0% | -25.5% |
| YTD | -6.6% | -45.7% | +39.1% | -2.2% |
| 1Y | +9.5% | -47.9% | +57.4% | +15.1% |
| 3Y | +208.4% | +8.9% | +199.5% | +201.2% |
| 5Y | +401.6% | +26.9% | +374.8% | +375.4% |
| All | +337.4% | -9.8% | +347.2% | +284.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling