+1,628.1%
TPR vs AGI
+5,459.2%
-3,831.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | -2.3% | +0.6% | -2.9% | -2.3% |
| 30D | -23.0% | +18.2% | -41.2% | -23.7% |
| 3M | -12.5% | -4.1% | -8.3% | -12.5% |
| 6M | -21.4% | -28.7% | +7.3% | -20.3% |
| YTD | -3.5% | -4.0% | +0.5% | -3.8% |
| 1Y | +17.4% | +17.4% | -0.1% | +15.7% |
| 3Y | +291.3% | +203.0% | +88.2% | +266.8% |
| 5Y | +241.9% | +376.7% | -134.7% | +212.3% |
| 10Y | +322.7% | +407.5% | -84.8% | +275.4% |
| All | +1,628.1% | +5,459.2% | -3,831.1% | +1,226.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling