+748.4%
TT vs AG
+80.4%
+668.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.2% |
| 7D | +8.1% | -6.0% | +14.1% | +8.5% |
| 30D | -11.3% | -14.3% | +3.0% | -10.3% |
| 3M | -11.2% | -26.9% | +15.7% | -9.3% |
| 6M | -8.9% | -42.1% | +33.2% | -5.8% |
| YTD | +9.7% | -15.9% | +25.6% | +9.8% |
| 1Y | +1.3% | +11.5% | -10.3% | -0.7% |
| 3Y | +93.4% | +208.0% | -114.6% | +72.9% |
| 5Y | +133.5% | +2.4% | +131.1% | +118.2% |
| All | +748.4% | +80.4% | +668.0% | +650.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling