+203.6%
TGT vs AGI
+392.3%
-188.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -5.2% | -2.7% | -2.5% | -5.2% |
| 30D | +1.2% | +7.2% | -6.1% | +1.0% |
| 3M | +18.4% | +4.3% | +14.1% | +18.2% |
| 6M | +33.4% | -27.1% | +60.5% | +34.0% |
| YTD | +63.8% | -6.6% | +70.4% | +63.5% |
| 1Y | +77.2% | +9.5% | +67.6% | +76.3% |
| 3Y | +41.8% | +208.4% | -166.7% | +37.3% |
| 5Y | -25.5% | +401.6% | -427.2% | -28.4% |
| All | +203.6% | +392.3% | -188.8% | +199.2% |
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