+499.0%
AGI vs TXG
+27.0%
+471.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.3% |
| 7D | -2.7% | +9.5% | -12.2% | -3.9% |
| 30D | +7.2% | +18.8% | -11.5% | +5.0% |
| 3M | +4.3% | +136.1% | -131.9% | -6.4% |
| 6M | -27.1% | +235.2% | -262.3% | -37.4% |
| YTD | -6.6% | +320.5% | -327.1% | -21.7% |
| 1Y | +9.5% | +425.2% | -415.7% | -10.8% |
| 3Y | +208.4% | +42.9% | +165.5% | +178.6% |
| 5Y | +401.6% | -62.8% | +464.5% | +386.3% |
| All | +499.0% | +27.0% | +471.9% | +364.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling