-53.2%
TE vs AG
+93.3%
-146.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.8% |
| 7D | -4.0% | +1.0% | -5.0% | -4.2% |
| 30D | -15.9% | +19.2% | -35.1% | -19.7% |
| 3M | -60.5% | +6.2% | -66.7% | -61.0% |
| 6M | -35.2% | -26.7% | -8.5% | -31.3% |
| YTD | -31.1% | +26.1% | -57.3% | -36.1% |
| 1Y | +148.6% | +131.7% | +17.0% | +102.0% |
| 3Y | -26.4% | +255.3% | -281.7% | -48.0% |
| 5Y | -48.0% | +61.9% | -110.0% | -60.4% |
| All | -53.2% | +93.3% | -146.4% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling