+4,700.7%
TT vs AGI
+5,459.2%
-758.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +1.0% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -7.2% | +18.2% | -25.4% | -8.2% |
| 3M | -3.0% | -4.1% | +1.2% | -2.9% |
| 6M | +1.4% | -28.7% | +30.1% | +3.1% |
| YTD | +15.9% | -4.0% | +19.9% | +15.5% |
| 1Y | +9.4% | +17.4% | -8.0% | +7.4% |
| 3Y | +124.4% | +203.0% | -78.6% | +106.1% |
| 5Y | +138.0% | +376.7% | -238.7% | +110.9% |
| 10Y | +886.4% | +407.5% | +478.9% | +736.9% |
| All | +4,700.7% | +5,459.2% | -758.5% | +3,886.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling