-50.0%
TE vs AG
+95.2%
-145.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.0% | -3.5% |
| 7D | +15.0% | -0.1% | +15.1% | +15.0% |
| 30D | -7.5% | +12.5% | -20.0% | -10.4% |
| 3M | -42.0% | +28.2% | -70.1% | -45.3% |
| 6M | -31.4% | -18.8% | -12.6% | -29.0% |
| YTD | -26.5% | +27.4% | -53.9% | -32.0% |
| 1Y | +153.1% | +132.2% | +20.9% | +105.3% |
| 3Y | -20.7% | +286.9% | -307.5% | -44.9% |
| 5Y | -45.4% | +72.8% | -118.2% | -58.7% |
| All | -50.0% | +95.2% | -145.2% | -61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling