+76.5%
TNA vs AGI
+392.3%
-315.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -7.3% | -2.7% | -4.5% | -6.7% |
| 30D | -14.2% | +7.2% | -21.4% | -15.5% |
| 3M | -4.6% | +4.3% | -8.8% | -6.0% |
| 6M | +36.9% | -27.1% | +64.0% | +45.0% |
| YTD | +42.5% | -6.6% | +49.2% | +43.3% |
| 1Y | +45.8% | +9.5% | +36.2% | +42.1% |
| 3Y | +104.7% | +208.4% | -103.8% | +64.3% |
| 5Y | -21.7% | +401.6% | -423.3% | -41.2% |
| All | +76.5% | +392.3% | -315.8% | +45.2% |
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 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