+68.5%
TLT vs AG
+294.5%
-226.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | +0.1% | +6.3% | -6.2% | +0.1% |
| 30D | +6.2% | -8.9% | +15.1% | +6.2% |
| 3M | +0.1% | -12.2% | +12.3% | +0.1% |
| 6M | -3.0% | -28.3% | +25.3% | -2.9% |
| YTD | -2.7% | -8.8% | +6.1% | -2.7% |
| 1Y | -4.8% | +39.4% | -44.2% | -4.9% |
| 3Y | +6.9% | +229.4% | -222.5% | +6.5% |
| 5Y | -34.5% | +14.5% | -49.0% | -34.8% |
| 10Y | -17.3% | +82.7% | -100.0% | -17.0% |
| All | +68.5% | +294.5% | -226.0% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling