-80.5%
TE vs AG
+25.8%
-106.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.4% |
| 7D | -19.1% | -10.0% | -9.1% | -16.8% |
| 30D | -34.1% | -10.5% | -23.6% | -32.2% |
| 3M | -60.1% | -27.3% | -32.9% | -56.8% |
| 6M | -66.0% | -43.0% | -23.0% | -60.9% |
| YTD | -71.4% | -17.9% | -53.5% | -70.4% |
| 1Y | -45.3% | +11.9% | -57.2% | -46.9% |
| 3Y | +9.1% | +201.8% | -192.7% | -17.7% |
| 5Y | -82.6% | -0.1% | -82.5% | -85.2% |
| All | -80.5% | +25.8% | -106.4% | -83.3% |
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 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