+240.4%
TPR vs AG
+64.2%
+176.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.7% |
| 6M | -21.4% | -26.7% | +5.3% | -19.7% |
| YTD | -3.5% | +26.1% | -29.6% | -8.1% |
| 1Y | +17.4% | +131.7% | -114.3% | +2.9% |
| 3Y | +291.3% | +255.3% | +35.9% | +210.9% |
| All | +240.4% | +64.2% | +176.2% | +185.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling