+1,057.8%
TER vs AG
+80.4%
+977.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | +0.2% |
| 7D | +24.0% | -6.0% | +30.0% | +25.3% |
| 30D | -30.6% | -14.3% | -16.3% | -28.8% |
| 3M | -34.5% | -26.9% | -7.6% | -31.0% |
| 6M | -26.4% | -42.1% | +15.8% | -19.8% |
| YTD | +36.4% | -15.9% | +52.3% | +39.9% |
| 1Y | +47.4% | +11.5% | +35.9% | +45.2% |
| 3Y | +202.6% | +208.0% | -5.4% | +151.4% |
| 5Y | +83.9% | +2.4% | +81.5% | +67.8% |
| All | +1,057.8% | +80.4% | +977.4% | +854.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling