+2,098.1%
AGI vs TCOM
+2,569.4%
-471.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.6% | +1.7% |
| 7D | +2.2% | -10.2% | +12.4% | +3.6% |
| 30D | +11.3% | -16.8% | +28.1% | +13.9% |
| 3M | +5.6% | -16.7% | +22.3% | +7.7% |
| 6M | -27.7% | -27.1% | -0.6% | -24.9% |
| YTD | -4.1% | -45.5% | +41.4% | +3.0% |
| 1Y | +13.8% | -45.9% | +59.7% | +22.2% |
| 3Y | +217.0% | +9.8% | +207.3% | +203.1% |
| 5Y | +404.3% | +23.8% | +380.5% | +356.0% |
| 10Y | +400.5% | -10.8% | +411.3% | +347.9% |
| All | +2,098.1% | +2,569.4% | -471.3% | +589.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling