+124.3%
TDG vs AGI
+400.3%
-276.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -1.9% | -2.7% | +0.9% | -1.6% |
| 30D | -7.7% | +7.2% | -14.9% | -8.6% |
| 3M | -9.3% | +4.3% | -13.6% | -10.1% |
| 6M | -9.4% | -27.1% | +17.7% | -6.6% |
| YTD | -14.3% | -6.6% | -7.6% | -14.6% |
| 1Y | -11.8% | +9.5% | -21.3% | -14.5% |
| 3Y | +52.0% | +208.4% | -156.5% | +19.6% |
| All | +124.3% | +400.3% | -276.0% | +58.5% |
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 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