+61.4%
T vs AG
+72.5%
-11.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.5% |
| 7D | +2.0% | -4.0% | +6.0% | +2.1% |
| 30D | -1.0% | -13.1% | +12.0% | -0.7% |
| 3M | -8.1% | -22.0% | +13.9% | -7.6% |
| 6M | -8.3% | -37.3% | +29.0% | -7.3% |
| YTD | -6.1% | -11.2% | +5.1% | -6.9% |
| 1Y | -7.4% | +23.9% | -31.3% | -9.5% |
| 3Y | +65.4% | +225.1% | -159.7% | +51.9% |
| 5Y | +57.6% | +7.7% | +49.9% | +49.5% |
| 10Y | +61.4% | +86.9% | -25.5% | +48.9% |
| All | +61.4% | +72.5% | -11.1% | +48.9% |
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 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