-18.3%
TE vs AG
+272.3%
-290.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.0% | +11.0% | +10.3% |
| 7D | +18.2% | +4.5% | +13.7% | +16.4% |
| 30D | -13.5% | +12.9% | -26.4% | -17.2% |
| 3M | -44.6% | +20.9% | -65.5% | -47.9% |
| 6M | -24.7% | -19.5% | -5.2% | -21.4% |
| YTD | -24.3% | +24.8% | -49.0% | -31.6% |
| 1Y | +155.6% | +120.2% | +35.3% | +96.4% |
| 3Y | -18.3% | +279.0% | -297.3% | -51.3% |
| All | -18.3% | +272.3% | -290.5% | -51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling