-82.0%
TE vs AG
+3.1%
-85.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -5.3% | -2.2% | -5.6% |
| 7D | -13.6% | -6.0% | -7.6% | -11.5% |
| 30D | -37.7% | -14.3% | -23.3% | -34.1% |
| 3M | -59.8% | -26.9% | -32.9% | -55.2% |
| 6M | -66.3% | -42.1% | -24.2% | -59.4% |
| YTD | -70.5% | -15.9% | -54.6% | -69.8% |
| 1Y | -48.8% | +11.5% | -60.3% | -52.1% |
| 3Y | +31.3% | +208.0% | -176.6% | -21.9% |
| 5Y | -82.0% | +2.4% | -84.5% | -80.4% |
| All | -82.0% | +3.1% | -85.1% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling