-25.8%
TE vs AG
+29.4%
-55.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +9.1% | -12.7% | -7.7% |
| 7D | +3.8% | -2.6% | +6.4% | +4.6% |
| 30D | -26.2% | -12.1% | -14.1% | -22.1% |
| 3M | -49.7% | -6.6% | -43.1% | -48.8% |
| 6M | -46.5% | -20.5% | -26.0% | -41.7% |
| YTD | -59.1% | -7.4% | -51.7% | -60.6% |
| 1Y | -25.8% | +33.4% | -59.2% | -45.6% |
| All | -25.8% | +29.4% | -55.2% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling