+129.6%
TT vs AG
+260.2%
-130.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.9% |
| 3M | -3.0% | +6.2% | -9.1% | -4.1% |
| 6M | +1.4% | -26.7% | +28.0% | +2.9% |
| YTD | +15.9% | +26.1% | -10.2% | +11.9% |
| 1Y | +9.4% | +131.7% | -122.2% | -0.6% |
| All | +129.6% | +260.2% | -130.6% | +93.6% |
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