+675.0%
AGI vs TW
+211.2%
+463.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +11.3% | -0.6% | +11.9% | +11.3% |
| 3M | +5.6% | +3.4% | +2.2% | +4.4% |
| 6M | -27.7% | -18.4% | -9.2% | -24.7% |
| YTD | -4.1% | -3.9% | -0.2% | -4.4% |
| 1Y | +13.8% | -13.3% | +27.1% | +16.2% |
| 3Y | +217.0% | +20.8% | +196.2% | +198.2% |
| 5Y | +404.3% | +20.3% | +384.1% | +362.9% |
| All | +675.0% | +211.2% | +463.7% | +489.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling