+337.4%
AGI vs TXT
+107.7%
+229.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.5% |
| 7D | -2.7% | +2.5% | -5.2% | -3.0% |
| 30D | +7.2% | -8.9% | +16.1% | +8.2% |
| 3M | +4.3% | -13.6% | +17.8% | +5.8% |
| 6M | -27.1% | -13.1% | -14.0% | -26.1% |
| YTD | -6.6% | -7.0% | +0.4% | -5.9% |
| 1Y | +9.5% | -1.4% | +10.9% | +9.8% |
| 3Y | +208.4% | +7.0% | +201.5% | +205.5% |
| 5Y | +401.6% | +15.4% | +386.2% | +391.1% |
| All | +337.4% | +107.7% | +229.6% | +307.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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