+256.1%
TPR vs AG
+12.9%
+243.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.2% |
| 7D | +14.2% | +6.3% | +7.9% | +13.4% |
| 30D | +17.1% | -8.9% | +26.0% | +18.1% |
| 3M | -17.7% | -12.2% | -5.5% | -17.0% |
| 6M | -10.2% | -28.3% | +18.1% | -7.9% |
| YTD | +4.9% | -8.8% | +13.7% | +3.2% |
| 1Y | +36.1% | +39.4% | -3.2% | +26.9% |
| 3Y | +416.5% | +229.4% | +187.0% | +312.7% |
| All | +256.1% | +12.9% | +243.2% | +239.9% |
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 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