+306.7%
TPR vs AGI
+398.0%
-91.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.4% |
| 7D | -7.3% | +2.2% | -9.5% | -7.4% |
| 30D | -30.7% | +11.3% | -42.0% | -31.2% |
| 3M | -21.6% | +5.6% | -27.3% | -22.1% |
| 6M | -21.3% | -27.7% | +6.3% | -20.1% |
| YTD | -10.2% | -4.1% | -6.1% | -10.4% |
| 1Y | +9.5% | +13.8% | -4.3% | +8.0% |
| 3Y | +280.8% | +217.0% | +63.7% | +254.5% |
| 5Y | +218.7% | +404.3% | -185.6% | +190.8% |
| 10Y | +306.7% | +400.5% | -93.8% | +281.2% |
| All | +306.7% | +398.0% | -91.3% | +281.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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