+70.3%
T vs AGI
+392.3%
-322.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +2.0% |
| 7D | +1.5% | -2.7% | +4.2% | +1.6% |
| 30D | +7.5% | +7.2% | +0.2% | +7.1% |
| 3M | +14.8% | +4.3% | +10.6% | +14.5% |
| 6M | -1.7% | -27.1% | +25.3% | -0.8% |
| YTD | +8.7% | -6.6% | +15.3% | +8.3% |
| 1Y | -7.5% | +9.5% | -17.0% | -8.6% |
| 3Y | +110.2% | +208.4% | -98.2% | +97.2% |
| 5Y | +71.6% | +401.6% | -330.0% | +57.8% |
| All | +70.3% | +392.3% | -322.1% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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