-20.7%
TLT vs AGI
+392.3%
-413.0%
-48.4%
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 | -1.6% | -2.7% | +1.1% | -1.5% |
| 30D | -1.1% | +7.2% | -8.4% | -1.6% |
| 3M | -4.9% | +4.3% | -9.1% | -5.2% |
| 6M | -5.0% | -27.1% | +22.1% | -3.8% |
| YTD | -4.4% | -6.6% | +2.2% | -4.6% |
| 1Y | -6.4% | +9.5% | -15.9% | -7.7% |
| 3Y | -2.0% | +208.4% | -210.4% | -9.8% |
| 5Y | -35.0% | +401.6% | -436.6% | -42.0% |
| All | -20.7% | +392.3% | -413.0% | -31.0% |
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