+105.3%
TLT vs AGI
+5,459.2%
-5,353.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.2% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | -0.6% | +18.2% | -18.8% | -0.8% |
| 3M | -2.7% | -4.1% | +1.4% | -2.7% |
| 6M | -5.6% | -28.7% | +23.1% | -5.3% |
| YTD | -2.8% | -4.0% | +1.2% | -2.9% |
| 1Y | -1.4% | +17.4% | -18.9% | -1.9% |
| 3Y | -1.6% | +203.0% | -204.6% | -3.5% |
| 5Y | -33.8% | +376.7% | -410.5% | -35.5% |
| 10Y | -21.1% | +407.5% | -428.6% | -23.6% |
| All | +105.3% | +5,459.2% | -5,353.9% | +95.7% |
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