-4.5%
TT vs AG
+29.4%
-33.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.1% | -10.8% | -2.7% |
| 7D | -8.5% | -2.6% | -5.9% | -8.2% |
| 30D | -12.8% | -12.1% | -0.7% | -11.6% |
| 3M | -12.9% | -6.6% | -6.3% | -12.6% |
| 6M | -15.2% | -20.5% | +5.2% | -14.1% |
| YTD | +6.2% | -7.4% | +13.7% | +7.2% |
| 1Y | -4.5% | +33.4% | -37.9% | -6.1% |
| All | -4.5% | +29.4% | -33.9% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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