-84.0%
TTD vs AGI
+214.4%
-298.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -4.6% | +2.2% | -6.8% | -4.7% |
| 30D | +3.7% | +11.3% | -7.6% | +3.2% |
| 3M | -30.2% | +5.6% | -35.9% | -30.2% |
| 6M | -51.4% | -27.7% | -23.7% | -50.1% |
| YTD | -63.4% | -4.1% | -59.4% | -63.8% |
| 1Y | -73.5% | +13.8% | -87.3% | -74.5% |
| All | -84.0% | +214.4% | -298.3% | -86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling