+29.9%
TPR vs AG
+32.5%
-2.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.2% | +2.0% |
| 7D | +12.7% | +10.8% | +1.9% | +11.5% |
| 30D | +17.1% | -8.2% | +25.2% | +17.7% |
| 3M | -15.9% | -13.7% | -2.2% | -15.3% |
| 6M | +2.6% | -27.3% | +29.9% | +4.3% |
| YTD | +7.5% | -4.6% | +12.0% | +6.4% |
| All | +29.9% | +32.5% | -2.6% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling