-53.1%
TE vs AGI
+583.0%
-636.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +0.2% | -2.7% | +3.0% | +0.7% |
| 30D | -5.9% | +7.2% | -13.2% | -7.2% |
| 3M | -45.6% | +4.3% | -49.8% | -46.3% |
| 6M | -43.4% | -27.1% | -16.3% | -40.7% |
| YTD | -31.0% | -6.6% | -24.4% | -30.8% |
| 1Y | +145.2% | +9.5% | +135.7% | +140.5% |
| 3Y | -24.1% | +208.4% | -232.5% | -36.6% |
| 5Y | -48.1% | +401.6% | -449.8% | -59.3% |
| All | -53.1% | +583.0% | -636.1% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling