+537.0%
TDG vs AGI
+392.3%
+144.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | -1.9% | -2.7% | +0.9% | -1.8% |
| 30D | -7.7% | +7.2% | -14.9% | -8.0% |
| 3M | -9.3% | +4.3% | -13.6% | -9.6% |
| 6M | -9.4% | -27.1% | +17.7% | -8.5% |
| YTD | -14.3% | -6.6% | -7.6% | -14.3% |
| 1Y | -11.8% | +9.5% | -21.3% | -12.5% |
| 3Y | +52.0% | +208.4% | -156.5% | +43.8% |
| 5Y | +128.8% | +401.6% | -272.8% | +113.1% |
| All | +537.0% | +392.3% | +144.6% | +516.5% |
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