+0.3%
AGI vs TD
+61.0%
-60.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.8% | +8.0% | +8.0% |
| 7D | -5.3% | +1.4% | -6.6% | -6.4% |
| 30D | -7.1% | +10.2% | -17.4% | -15.2% |
| 3M | +4.4% | +8.1% | -3.7% | -3.2% |
| 6M | -23.0% | +22.3% | -45.3% | -38.5% |
| YTD | -22.0% | +39.0% | -61.0% | -45.8% |
| 1Y | +0.3% | +62.6% | -62.3% | -42.4% |
| All | +0.3% | +61.0% | -60.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling