+65.5%
T vs AG
+195.3%
-129.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | +2.5% | -10.0% | +12.5% | +2.5% |
| 30D | -3.8% | -10.5% | +6.7% | -3.9% |
| 3M | -8.7% | -27.3% | +18.5% | -9.0% |
| 6M | -8.1% | -43.0% | +34.9% | -8.3% |
| YTD | -6.4% | -17.9% | +11.5% | -7.2% |
| 1Y | -9.8% | +11.9% | -21.7% | -10.9% |
| 3Y | +65.5% | +201.8% | -136.3% | +53.2% |
| All | +65.5% | +195.3% | -129.8% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling