-0.4%
TLT vs AGI
+210.3%
-210.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +0.4% | +4.4% | -4.0% | +0.2% |
| 30D | -0.3% | +10.0% | -10.3% | -0.8% |
| 3M | -1.7% | +1.7% | -3.5% | -2.0% |
| 6M | -4.9% | -26.8% | +21.9% | -4.0% |
| YTD | -2.8% | -5.3% | +2.5% | -3.1% |
| 1Y | -4.2% | +11.5% | -15.7% | -5.5% |
| All | -0.4% | +210.3% | -210.7% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling