+384.7%
AGI vs TDY
+39.0%
+345.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.2% |
| 7D | -2.7% | -1.1% | -1.6% | -2.3% |
| 30D | +7.2% | -12.0% | +19.3% | +12.8% |
| 3M | +4.3% | -3.2% | +7.5% | +5.3% |
| 6M | -27.1% | -7.9% | -19.2% | -24.8% |
| YTD | -6.6% | +18.2% | -24.8% | -11.7% |
| 1Y | +9.5% | +6.7% | +2.9% | +7.2% |
| 3Y | +208.4% | +47.5% | +160.9% | +163.1% |
| All | +384.7% | +39.0% | +345.7% | +310.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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