+90.2%
TT vs AG
+219.8%
-129.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.2% |
| 7D | -2.0% | +6.3% | -8.3% | -2.7% |
| 30D | -14.0% | -8.9% | -5.1% | -13.3% |
| 3M | -15.9% | -12.2% | -3.7% | -15.1% |
| 6M | -17.3% | -28.3% | +11.0% | -15.4% |
| YTD | +4.0% | -8.8% | +12.8% | +3.4% |
| 1Y | -7.1% | +39.4% | -46.5% | -11.1% |
| 3Y | +90.2% | +229.4% | -139.2% | +62.7% |
| All | +90.2% | +219.8% | -129.5% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling