+5,381.0%
AGI vs TXT
+531.6%
+4,849.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +4.4% | -0.2% | +4.6% | +4.4% |
| 30D | +10.0% | -11.1% | +21.0% | +11.6% |
| 3M | +1.7% | -13.0% | +14.7% | +3.6% |
| 6M | -26.8% | -16.2% | -10.6% | -25.1% |
| YTD | -5.3% | -8.7% | +3.4% | -4.3% |
| 1Y | +11.5% | -3.8% | +15.3% | +11.9% |
| 3Y | +212.9% | +5.5% | +207.4% | +208.2% |
| 5Y | +388.8% | +12.3% | +376.5% | +374.0% |
| 10Y | +383.6% | +97.4% | +286.2% | +317.5% |
| All | +5,381.0% | +531.6% | +4,849.3% | +4,712.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling