-48.5%
TE vs AGI
+592.3%
-640.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.4% | +11.4% | +10.3% |
| 7D | +18.2% | +4.4% | +13.8% | +17.2% |
| 30D | -13.5% | +10.0% | -23.5% | -15.1% |
| 3M | -44.6% | +1.7% | -46.3% | -45.0% |
| 6M | -24.7% | -26.8% | +2.1% | -21.3% |
| YTD | -24.3% | -5.3% | -18.9% | -24.3% |
| 1Y | +155.6% | +11.5% | +144.1% | +149.8% |
| 3Y | -18.3% | +212.9% | -231.2% | -32.0% |
| 5Y | -41.3% | +388.8% | -430.1% | -54.0% |
| All | -48.5% | +592.3% | -640.8% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling