+384.7%
AGI vs TD
+125.7%
+259.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | +7.2% | -1.9% | +9.1% | +8.2% |
| 3M | +4.3% | +4.8% | -0.5% | +1.7% |
| 6M | -27.1% | +28.0% | -55.1% | -35.3% |
| YTD | -6.6% | +30.3% | -36.9% | -17.6% |
| 1Y | +9.5% | +59.8% | -50.3% | -11.5% |
| 3Y | +208.4% | +124.7% | +83.7% | +112.8% |
| All | +384.7% | +125.7% | +259.0% | +260.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling