-27.7%
AGI vs TCOM
-25.7%
-1.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.6% | +1.2% |
| 7D | +2.2% | -10.2% | +12.4% | +1.9% |
| 30D | +11.3% | -16.8% | +28.1% | +10.4% |
| 3M | +5.6% | -16.7% | +22.3% | +6.2% |
| 6M | -27.7% | -27.1% | -0.6% | -21.6% |
| All | -27.7% | -25.7% | -1.9% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling