-72.2%
TTD vs AGI
+17.6%
-89.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -4.4% |
| 7D | +6.3% | +0.6% | +5.7% | +6.3% |
| 30D | -23.9% | +18.2% | -42.1% | -23.2% |
| 3M | -31.4% | -4.1% | -27.3% | -30.6% |
| 6M | -42.7% | -28.7% | -14.0% | -42.0% |
| YTD | -62.0% | -4.0% | -58.0% | -62.2% |
| 1Y | -72.2% | +17.4% | -89.6% | -72.8% |
| All | -72.2% | +17.6% | -89.8% | -72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling