+197.5%
AGI vs TLN
+574.4%
-376.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -2.7% | -1.3% | -1.4% | -2.5% |
| 30D | +7.2% | -14.3% | +21.6% | +10.1% |
| 3M | +4.3% | -9.3% | +13.6% | +5.7% |
| 6M | -27.1% | -1.1% | -26.0% | -26.9% |
| YTD | -6.6% | -16.6% | +10.0% | -4.9% |
| 1Y | +9.5% | -22.0% | +31.5% | +12.5% |
| 3Y | +208.4% | +470.2% | -261.7% | +105.7% |
| All | +197.5% | +574.4% | -376.9% | +91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling