+525.5%
TRI vs AGI
+5,307.1%
-4,781.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.7% |
| 7D | -7.9% | -2.7% | -5.1% | -7.8% |
| 30D | -4.5% | +7.2% | -11.8% | -4.8% |
| 3M | +22.1% | +4.3% | +17.8% | +21.7% |
| 6M | -2.8% | -27.1% | +24.3% | -1.7% |
| YTD | -23.4% | -6.6% | -16.8% | -23.7% |
| 1Y | -41.5% | +9.5% | -51.0% | -42.3% |
| 3Y | -19.2% | +208.4% | -227.7% | -24.4% |
| 5Y | -9.4% | +401.6% | -411.0% | -17.6% |
| 10Y | +195.6% | +387.3% | -191.8% | +161.3% |
| All | +525.5% | +5,307.1% | -4,781.6% | +336.3% |
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