+2,239.3%
TT vs AG
+294.5%
+1,944.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.2% |
| 3M | -15.9% | -12.2% | -3.7% | -15.0% |
| 6M | -17.3% | -28.3% | +11.0% | -15.1% |
| YTD | +4.0% | -8.8% | +12.8% | +2.8% |
| 1Y | -7.1% | +39.4% | -46.5% | -12.7% |
| 3Y | +90.2% | +229.4% | -139.2% | +56.1% |
| 5Y | +131.1% | +14.5% | +116.6% | +106.3% |
| 10Y | +777.7% | +82.7% | +695.0% | +560.5% |
| All | +2,239.3% | +294.5% | +1,944.8% | +915.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling