+65.3%
T vs AG
+57.4%
+7.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -1.5% | +4.5% | -6.0% | -1.7% |
| 30D | +7.6% | +12.9% | -5.3% | +7.1% |
| 3M | +15.3% | +20.9% | -5.6% | +14.3% |
| 6M | -8.5% | -19.5% | +11.1% | -8.1% |
| YTD | +6.8% | +24.8% | -18.0% | +4.9% |
| 1Y | -7.2% | +120.2% | -127.5% | -11.5% |
| 3Y | +108.2% | +279.0% | -170.8% | +90.3% |
| 5Y | +66.1% | +67.9% | -1.9% | +55.3% |
| 10Y | +65.3% | +57.5% | +7.8% | +58.2% |
| All | +65.3% | +57.4% | +7.9% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling