+148.6%
TE vs AG
+125.2%
+23.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.1% |
| 7D | -4.0% | +1.0% | -5.0% | -4.4% |
| 30D | -15.9% | +19.2% | -35.1% | -22.2% |
| 3M | -60.5% | +6.2% | -66.7% | -61.8% |
| 6M | -35.2% | -26.7% | -8.5% | -30.5% |
| YTD | -31.1% | +26.1% | -57.3% | -39.4% |
| 1Y | +148.6% | +131.7% | +17.0% | +99.3% |
| All | +148.6% | +125.2% | +23.4% | +99.3% |
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