+148.2%
TT vs AGI
+392.7%
-244.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +1.4% | +2.2% | -0.8% | +1.2% |
| 30D | -6.7% | +11.3% | -17.9% | -7.9% |
| 3M | -5.4% | +5.6% | -11.1% | -6.4% |
| 6M | +4.4% | -27.7% | +32.0% | +7.1% |
| YTD | +14.9% | -4.1% | +19.0% | +14.3% |
| 1Y | +9.3% | +13.8% | -4.5% | +6.3% |
| 3Y | +121.7% | +217.0% | -95.3% | +88.7% |
| 5Y | +148.2% | +404.3% | -256.2% | +97.1% |
| All | +148.2% | +392.7% | -244.5% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling