+2,508.0%
TT vs AG
+445.6%
+2,062.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.1% |
| 7D | 0.0% | +1.0% | -1.0% | -0.1% |
| 30D | -7.2% | +19.2% | -26.3% | -9.1% |
| 3M | -3.0% | +6.2% | -9.1% | -4.2% |
| 6M | +1.4% | -26.7% | +28.0% | +3.7% |
| YTD | +15.9% | +26.1% | -10.2% | +10.8% |
| 1Y | +9.4% | +131.7% | -122.2% | -3.1% |
| 3Y | +124.4% | +255.3% | -131.0% | +82.4% |
| 5Y | +138.0% | +61.9% | +76.1% | +104.6% |
| 10Y | +886.4% | +72.0% | +814.4% | +653.8% |
| All | +2,508.0% | +445.6% | +2,062.3% | +994.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling