+383.3%
TPR vs AG
+64.1%
+319.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.5% | +0.3% |
| 7D | +12.1% | +6.0% | +6.1% | +11.3% |
| 30D | +16.7% | -13.5% | +30.2% | +18.3% |
| 3M | -17.4% | -20.7% | +3.3% | -15.8% |
| 6M | +2.3% | -31.5% | +33.8% | +5.3% |
| YTD | +7.1% | -10.1% | +17.3% | +5.7% |
| 1Y | +29.5% | +26.0% | +3.5% | +22.8% |
| 3Y | +415.0% | +228.9% | +186.2% | +322.6% |
| 5Y | +261.5% | +8.7% | +252.8% | +223.2% |
| 10Y | +383.3% | +71.9% | +311.4% | +282.3% |
| All | +383.3% | +64.1% | +319.2% | +282.3% |
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