-9.1%
T vs AG
+125.2%
-134.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -2.0% |
| 7D | -1.3% | +1.0% | -2.3% | -1.2% |
| 30D | +11.4% | +19.2% | -7.8% | +12.1% |
| 3M | +14.3% | +6.2% | +8.1% | +14.9% |
| 6M | -9.3% | -26.7% | +17.4% | -10.1% |
| YTD | +7.1% | +26.1% | -19.0% | +8.1% |
| 1Y | -9.1% | +131.7% | -140.7% | -8.5% |
| All | -9.1% | +125.2% | -134.3% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling