+293.7%
TPR vs AGI
+208.5%
+85.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.5% |
| 7D | -3.4% | +4.4% | -7.7% | -3.9% |
| 30D | -27.3% | +10.0% | -37.3% | -28.3% |
| 3M | -16.2% | +1.7% | -18.0% | -16.9% |
| 6M | -17.9% | -26.8% | +8.9% | -15.2% |
| YTD | -7.1% | -5.3% | -1.8% | -7.7% |
| 1Y | +13.6% | +11.5% | +2.1% | +9.9% |
| 3Y | +293.7% | +212.9% | +80.8% | +201.7% |
| All | +293.7% | +208.5% | +85.3% | +201.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling