+99.8%
TLT vs AGI
+4,206.7%
-4,106.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -3.1% | -10.1% | +7.0% | -2.9% |
| 30D | +1.0% | -6.5% | +7.6% | +1.1% |
| 3M | -2.7% | -12.8% | +10.1% | -2.6% |
| 6M | -4.1% | -34.3% | +30.2% | -3.7% |
| YTD | -5.4% | -25.6% | +20.3% | -5.1% |
| 1Y | -7.0% | -14.2% | +7.2% | -7.0% |
| 3Y | +2.8% | +127.3% | -124.4% | +1.3% |
| 5Y | -35.4% | +241.8% | -277.1% | -36.7% |
| 10Y | -13.1% | +381.8% | -394.9% | -15.5% |
| All | +99.8% | +4,206.7% | -4,106.9% | +91.2% |
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