-24.5%
TE vs AGI
+204.0%
-228.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.3% | -3.4% | -5.8% |
| 7D | +0.9% | -5.3% | +6.1% | +2.5% |
| 30D | -16.3% | +6.8% | -23.0% | -17.9% |
| 3M | -40.8% | +8.3% | -49.1% | -42.7% |
| 6M | -42.6% | -29.2% | -13.4% | -38.6% |
| YTD | -31.4% | -7.3% | -24.2% | -31.2% |
| 1Y | +144.9% | +8.0% | +136.9% | +139.6% |
| All | -24.5% | +204.0% | -228.5% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling