+251.6%
T vs AG
+294.5%
-42.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.0% |
| 7D | +1.0% | +6.3% | -5.3% | +0.7% |
| 30D | -10.6% | -8.9% | -1.7% | -10.3% |
| 3M | -7.7% | -12.2% | +4.5% | -7.4% |
| 6M | -13.3% | -28.3% | +15.0% | -12.4% |
| YTD | -8.8% | -8.8% | +0.1% | -9.7% |
| 1Y | -8.4% | +39.4% | -47.8% | -11.5% |
| 3Y | +59.6% | +229.4% | -169.8% | +44.1% |
| 5Y | +52.1% | +14.5% | +37.5% | +43.1% |
| 10Y | +56.9% | +82.7% | -25.9% | +37.1% |
| All | +251.6% | +294.5% | -42.9% | +128.4% |
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