+127.3%
AGI vs TLN
+580.6%
-453.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | -10.1% | +11.0% | -21.2% | -11.6% |
| 30D | -6.5% | +4.9% | -11.4% | -7.6% |
| 3M | -12.8% | +4.9% | -17.7% | -14.2% |
| 6M | -34.3% | +7.1% | -41.4% | -35.6% |
| YTD | -25.6% | +0.3% | -25.9% | -27.1% |
| 1Y | -14.2% | +5.9% | -20.1% | -16.6% |
| 3Y | +127.3% | +578.5% | -451.2% | +63.4% |
| All | +127.3% | +580.6% | -453.3% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling