-38.4%
TRI vs AGI
+17.6%
-56.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.5% |
| 7D | -0.5% | +0.6% | -1.1% | -0.5% |
| 30D | +7.9% | +18.2% | -10.4% | +8.5% |
| 3M | +24.1% | -4.1% | +28.2% | +25.4% |
| 6M | +3.8% | -28.7% | +32.5% | +6.2% |
| YTD | -16.9% | -4.0% | -12.9% | -17.4% |
| 1Y | -38.4% | +17.4% | -55.8% | -40.5% |
| All | -38.4% | +17.6% | -56.0% | -40.5% |
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