+32.4%
TPR vs AGI
-8.3%
+40.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.3% |
| 7D | +6.4% | 0.0% | +6.4% | +6.4% |
| 30D | +13.8% | -7.6% | +21.4% | +14.5% |
| 3M | -16.6% | -10.2% | -6.4% | -16.0% |
| 6M | +0.7% | -31.5% | +32.2% | +5.0% |
| YTD | +5.3% | -22.0% | +27.3% | +6.6% |
| 1Y | +32.4% | -7.9% | +40.2% | +27.5% |
| All | +32.4% | -8.3% | +40.6% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling