+1,671.4%
TER vs AG
+60.0%
+1,611.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +5.8% |
| 7D | +0.6% | +1.0% | -0.4% | +0.4% |
| 30D | -8.3% | +19.2% | -27.5% | -11.1% |
| 3M | -12.2% | +6.2% | -18.4% | -13.4% |
| 6M | +17.1% | -26.7% | +43.8% | +21.6% |
| YTD | +84.7% | +26.1% | +58.6% | +76.9% |
| 1Y | +199.9% | +131.7% | +68.3% | +163.4% |
| 3Y | +232.8% | +255.3% | -22.6% | +166.3% |
| 5Y | +198.6% | +61.9% | +136.6% | +153.6% |
| All | +1,671.4% | +60.0% | +1,611.4% | +1,409.4% |
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