-80.8%
TTD vs AGI
+389.6%
-470.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +4.0% | +1.1% |
| 7D | -7.4% | -5.3% | -2.2% | -6.8% |
| 30D | +3.0% | +6.8% | -3.7% | +2.1% |
| 3M | -27.6% | +8.3% | -35.9% | -28.7% |
| 6M | -49.5% | -29.2% | -20.3% | -47.3% |
| YTD | -63.2% | -7.3% | -55.9% | -63.8% |
| 1Y | -69.7% | +8.0% | -77.8% | -71.3% |
| 3Y | -83.3% | +206.6% | -289.9% | -88.0% |
| 5Y | -80.8% | +398.1% | -479.0% | -87.7% |
| All | -80.8% | +389.6% | -470.4% | -87.7% |
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 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