+9.5%
AGI vs TLN
-23.3%
+32.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -2.7% | -1.3% | -1.4% | -2.4% |
| 30D | +7.2% | -14.3% | +21.6% | +11.7% |
| 3M | +4.3% | -9.3% | +13.6% | +6.2% |
| 6M | -27.1% | -1.1% | -26.0% | -26.6% |
| YTD | -6.6% | -16.6% | +10.0% | -4.4% |
| 1Y | +9.5% | -22.0% | +31.5% | +15.7% |
| All | +9.5% | -23.3% | +32.8% | +15.7% |
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