-6.4%
T vs AG
+29.4%
-35.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.1% | -7.1% | +2.5% |
| 7D | +5.5% | -2.6% | +8.1% | +5.3% |
| 30D | -8.9% | -12.1% | +3.2% | -9.4% |
| 3M | -5.6% | -6.6% | +1.0% | -5.9% |
| 6M | -14.3% | -20.5% | +6.2% | -14.5% |
| YTD | -7.9% | -7.4% | -0.5% | -8.6% |
| 1Y | -6.4% | +33.4% | -39.8% | -6.9% |
| All | -6.4% | +29.4% | -35.8% | -6.9% |
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