+318.5%
TPR vs AG
+60.0%
+258.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | -2.3% | +1.0% | -3.3% | -2.4% |
| 30D | -23.0% | +19.2% | -42.1% | -24.6% |
| 3M | -12.5% | +6.2% | -18.6% | -13.6% |
| 6M | -21.4% | -26.7% | +5.3% | -19.7% |
| YTD | -3.5% | +26.1% | -29.6% | -7.8% |
| 1Y | +17.4% | +131.7% | -114.3% | +4.0% |
| 3Y | +291.3% | +255.3% | +35.9% | +219.1% |
| 5Y | +241.9% | +61.9% | +180.0% | +194.1% |
| All | +318.5% | +60.0% | +258.5% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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