+88.6%
TGT vs AGI
-1.1%
+89.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.8% | -5.1% | +5.0% |
| 7D | +9.5% | -5.3% | +14.8% | +9.5% |
| 30D | +6.6% | -7.1% | +13.8% | +6.7% |
| 3M | +11.0% | +4.4% | +6.5% | +10.8% |
| 6M | +29.9% | -23.0% | +52.9% | +31.0% |
| YTD | +71.4% | -22.0% | +93.4% | +66.8% |
| 1Y | +88.6% | +0.3% | +88.3% | +69.3% |
| All | +88.6% | -1.1% | +89.7% | +69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling