+312.8%
T vs AG
+445.6%
-132.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -1.9% |
| 7D | -1.3% | +1.0% | -2.3% | -1.3% |
| 30D | +11.4% | +19.2% | -7.8% | +10.3% |
| 3M | +14.3% | +6.2% | +8.1% | +13.6% |
| 6M | -9.3% | -26.7% | +17.4% | -8.4% |
| YTD | +7.1% | +26.1% | -19.0% | +4.6% |
| 1Y | -9.1% | +131.7% | -140.7% | -14.4% |
| 3Y | +105.3% | +255.3% | -150.0% | +85.1% |
| 5Y | +66.8% | +61.9% | +4.9% | +54.6% |
| 10Y | +66.8% | +72.0% | -5.2% | +46.9% |
| All | +312.8% | +445.6% | -132.9% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling