+397.6%
AGI vs TXT
+10.7%
+386.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.2% |
| 7D | -5.4% | -0.2% | -5.1% | -5.3% |
| 30D | +6.6% | -10.2% | +16.9% | +9.2% |
| 3M | +8.2% | -13.3% | +21.5% | +11.7% |
| 6M | -29.3% | -14.4% | -15.0% | -26.8% |
| YTD | -7.4% | -9.1% | +1.7% | -5.4% |
| 1Y | +7.9% | -2.2% | +10.1% | +8.6% |
| 3Y | +206.2% | +5.1% | +201.2% | +198.1% |
| 5Y | +397.6% | +12.8% | +384.8% | +370.6% |
| All | +397.6% | +10.7% | +386.9% | +370.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling