+4,380.1%
TT vs AGI
+4,206.7%
+173.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | +4.0% | -10.1% | +14.2% | +4.8% |
| 30D | -11.3% | -6.5% | -4.8% | -11.0% |
| 3M | -12.3% | -12.8% | +0.5% | -11.7% |
| 6M | -10.8% | -34.3% | +23.5% | -8.7% |
| YTD | +8.2% | -25.6% | +33.8% | +9.5% |
| 1Y | +1.5% | -14.2% | +15.7% | +1.7% |
| 3Y | +91.5% | +127.3% | -35.8% | +79.1% |
| 5Y | +130.2% | +241.8% | -111.6% | +108.3% |
| 10Y | +727.9% | +381.8% | +346.1% | +605.9% |
| All | +4,380.1% | +4,206.7% | +173.3% | +3,678.6% |
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