+902.6%
TT vs AG
+60.0%
+842.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.0% |
| 7D | 0.0% | +1.0% | -1.0% | -0.1% |
| 30D | -7.2% | +19.2% | -26.3% | -8.5% |
| 3M | -3.0% | +6.2% | -9.1% | -3.8% |
| 6M | +1.4% | -26.7% | +28.0% | +2.8% |
| YTD | +15.9% | +26.1% | -10.2% | +12.7% |
| 1Y | +9.4% | +131.7% | -122.2% | +1.5% |
| 3Y | +124.4% | +255.3% | -131.0% | +97.4% |
| 5Y | +138.0% | +61.9% | +76.1% | +115.3% |
| All | +902.6% | +60.0% | +842.6% | +869.9% |
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