+216.8%
AGI vs TLN
+483.9%
-267.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | +2.2% | +5.8% | -3.6% | +1.2% |
| 30D | +11.3% | -6.9% | +18.1% | +12.5% |
| 3M | +5.6% | -10.9% | +16.5% | +7.4% |
| 6M | -27.7% | -4.6% | -23.1% | -27.2% |
| YTD | -4.1% | -14.7% | +10.6% | -2.7% |
| 1Y | +13.8% | -17.9% | +31.7% | +16.0% |
| All | +216.8% | +483.9% | -267.1% | +144.9% |
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