+400.2%
TPR vs AG
+287.4%
+112.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.2% | +10.3% | +7.4% |
| 7D | +13.9% | -2.9% | +16.7% | +14.1% |
| 30D | +14.9% | -15.1% | +30.0% | +16.7% |
| 3M | -15.4% | -15.4% | 0.0% | -14.3% |
| 6M | -4.5% | -21.9% | +17.4% | -3.0% |
| YTD | +6.0% | -10.4% | +16.4% | +4.8% |
| 1Y | +24.3% | +39.8% | -15.5% | +16.9% |
| 3Y | +412.8% | +209.5% | +203.3% | +327.5% |
| 5Y | +258.4% | +12.5% | +245.9% | +222.1% |
| 10Y | +396.8% | +79.5% | +317.4% | +290.7% |
| All | +400.2% | +287.4% | +112.8% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling