+145.2%
TE vs AG
+110.7%
+34.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.9% |
| 7D | +0.2% | -6.7% | +6.9% | +3.2% |
| 30D | -5.9% | +2.2% | -8.1% | -7.1% |
| 3M | -45.6% | +15.7% | -61.3% | -49.0% |
| 6M | -43.4% | -23.8% | -19.6% | -39.5% |
| YTD | -31.0% | +17.6% | -48.6% | -38.2% |
| 1Y | +145.2% | +88.6% | +56.6% | +113.9% |
| All | +145.2% | +110.7% | +34.5% | +113.9% |
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