+384.7%
AGI vs TW
+19.5%
+365.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -2.7% | -4.5% | +1.7% | -1.9% |
| 30D | +7.2% | -2.3% | +9.5% | +7.6% |
| 3M | +4.3% | +2.6% | +1.7% | +3.3% |
| 6M | -27.1% | -17.5% | -9.5% | -24.3% |
| YTD | -6.6% | -5.3% | -1.3% | -6.5% |
| 1Y | +9.5% | -14.8% | +24.3% | +12.7% |
| 3Y | +208.4% | +18.8% | +189.6% | +193.7% |
| All | +384.7% | +19.5% | +365.2% | +347.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 5y: compounded portfolio wealth divided by compounded TW 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…
5y analysis · Full analysis span regression · 6 months rolling