+1,084.3%
TTMI vs AG
+73.4%
+1,010.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.3% | -0.8% |
| 7D | +6.0% | -5.8% | +11.8% | +6.9% |
| 30D | -6.4% | +6.4% | -12.8% | -7.5% |
| 3M | -28.9% | +28.4% | -57.3% | -31.7% |
| 6M | +26.9% | -24.5% | +51.3% | +30.5% |
| YTD | +77.3% | +21.2% | +56.1% | +71.0% |
| 1Y | +147.5% | +114.1% | +33.4% | +121.9% |
| 3Y | +847.6% | +268.0% | +579.6% | +667.3% |
| 5Y | +802.2% | +67.3% | +734.9% | +672.6% |
| All | +1,084.3% | +73.4% | +1,010.9% | +832.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling