+97.6%
AGG vs TTMI
+825.2%
-727.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -0.2% |
| 7D | -0.2% | +7.5% | -7.6% | -0.1% |
| 30D | -0.2% | -4.5% | +4.3% | -0.2% |
| 3M | -0.7% | -28.5% | +27.8% | -0.8% |
| 6M | -1.8% | +28.4% | -30.1% | -1.6% |
| YTD | -0.6% | +80.1% | -80.7% | -0.3% |
| 1Y | +0.4% | +161.0% | -160.7% | +0.8% |
| 3Y | +13.2% | +862.4% | -849.3% | +14.4% |
| 5Y | -2.0% | +812.9% | -814.9% | -0.8% |
| 10Y | +15.1% | +1,094.7% | -1,079.6% | +17.2% |
| All | +97.6% | +825.2% | -727.5% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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