+58.8%
T vs AG
+64.1%
-5.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +0.8% |
| 7D | +2.6% | +6.0% | -3.4% | +2.4% |
| 30D | -1.1% | -13.5% | +12.5% | -0.7% |
| 3M | -7.7% | -20.7% | +12.9% | -7.3% |
| 6M | -10.6% | -31.5% | +20.9% | -9.9% |
| YTD | -7.5% | -10.1% | +2.7% | -8.2% |
| 1Y | -7.4% | +26.0% | -33.4% | -9.6% |
| 3Y | +63.1% | +228.9% | -165.8% | +49.7% |
| 5Y | +55.2% | +8.7% | +46.5% | +47.2% |
| 10Y | +58.8% | +71.9% | -13.1% | +46.6% |
| All | +58.8% | +64.1% | -5.3% | +46.6% |
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