+0.3%
AGI vs TLN
-17.6%
+17.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -8.5% | +19.3% | +12.5% |
| 7D | -5.3% | -6.0% | +0.8% | -4.5% |
| 30D | -7.1% | -1.5% | -5.6% | -7.7% |
| 3M | +4.4% | -3.9% | +8.3% | +4.0% |
| 6M | -23.0% | -15.0% | -8.0% | -21.6% |
| YTD | -22.0% | -12.8% | -9.2% | -21.6% |
| 1Y | +0.3% | -17.3% | +17.6% | +4.6% |
| All | +0.3% | -17.6% | +17.9% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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