+68.3%
T vs AGI
+389.1%
-320.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +1.8% |
| 7D | -2.4% | -5.4% | +2.9% | -2.1% |
| 30D | +4.3% | +6.6% | -2.4% | +3.7% |
| 3M | +11.6% | +8.2% | +3.4% | +10.7% |
| 6M | -5.6% | -29.3% | +23.7% | -3.5% |
| YTD | +6.6% | -7.4% | +13.9% | +5.7% |
| 1Y | -8.4% | +7.9% | -16.3% | -10.9% |
| 3Y | +107.8% | +206.2% | -98.4% | +74.2% |
| 5Y | +68.3% | +397.6% | -329.3% | +30.8% |
| All | +68.3% | +389.1% | -320.8% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling