+1,802.9%
TER vs AGI
+388.9%
+1,414.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -3.1% |
| 7D | +9.4% | -5.3% | +14.6% | +10.1% |
| 30D | -2.4% | +6.8% | -9.2% | -3.4% |
| 3M | +6.5% | +8.3% | -1.8% | +5.0% |
| 6M | +23.2% | -29.2% | +52.4% | +27.8% |
| YTD | +91.5% | -7.3% | +98.7% | +92.4% |
| 1Y | +214.8% | +8.0% | +206.8% | +211.0% |
| 3Y | +275.3% | +206.6% | +68.8% | +231.8% |
| 5Y | +211.9% | +398.1% | -186.2% | +163.8% |
| All | +1,802.9% | +388.9% | +1,414.0% | +1,522.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling