+697.4%
TGT vs AGI
+5,263.7%
-4,566.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -1.1% |
| 7D | -5.0% | -5.4% | +0.3% | -4.9% |
| 30D | +3.0% | +6.6% | -3.6% | +2.9% |
| 3M | +22.6% | +8.2% | +14.4% | +22.3% |
| 6M | +31.2% | -29.3% | +60.5% | +31.9% |
| YTD | +63.7% | -7.4% | +71.1% | +63.5% |
| 1Y | +78.5% | +7.9% | +70.6% | +77.6% |
| 3Y | +40.5% | +206.2% | -165.7% | +36.3% |
| 5Y | -25.6% | +397.6% | -423.2% | -28.7% |
| 10Y | +204.7% | +383.4% | -178.7% | +189.4% |
| All | +697.4% | +5,263.7% | -4,566.3% | +672.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling