+5,453.2%
AGI vs TD
+2,306.5%
+3,146.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.7% |
| 7D | +2.2% | -1.9% | +4.1% | +2.9% |
| 30D | +11.3% | -1.6% | +12.9% | +11.8% |
| 3M | +5.6% | +4.6% | +1.0% | +4.0% |
| 6M | -27.7% | +26.8% | -54.5% | -33.0% |
| YTD | -4.1% | +28.3% | -32.4% | -11.4% |
| 1Y | +13.8% | +60.4% | -46.7% | -2.0% |
| 3Y | +217.0% | +125.7% | +91.3% | +143.8% |
| 5Y | +404.3% | +122.4% | +282.0% | +287.1% |
| 10Y | +400.5% | +297.1% | +103.4% | +205.2% |
| All | +5,453.2% | +2,306.5% | +3,146.6% | +1,361.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling