+53.4%
T vs AG
+12.9%
+40.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -0.9% |
| 7D | +1.0% | +6.3% | -5.3% | +0.8% |
| 30D | -10.6% | -8.9% | -1.7% | -10.4% |
| 3M | -7.7% | -12.2% | +4.5% | -7.6% |
| 6M | -13.3% | -28.3% | +15.0% | -12.7% |
| YTD | -8.8% | -8.8% | +0.1% | -10.0% |
| 1Y | -8.4% | +39.4% | -47.8% | -11.9% |
| 3Y | +59.6% | +229.4% | -169.8% | +38.9% |
| All | +53.4% | +12.9% | +40.5% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling