-49.7%
TE vs AGI
+396.8%
-446.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.3% | -3.4% | -5.6% |
| 7D | +0.9% | -5.3% | +6.1% | +2.8% |
| 30D | -16.3% | +6.8% | -23.0% | -18.3% |
| 3M | -40.8% | +8.3% | -49.1% | -42.9% |
| 6M | -42.6% | -29.2% | -13.4% | -36.8% |
| YTD | -31.4% | -7.3% | -24.2% | -31.6% |
| 1Y | +144.9% | +8.0% | +136.9% | +132.7% |
| 3Y | -26.0% | +206.6% | -232.6% | -55.2% |
| All | -49.7% | +396.8% | -446.5% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling