+17.4%
TTMI vs AG
+7.9%
+9.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.0% |
| 7D | +11.4% | -10.0% | +21.3% | +16.1% |
| 30D | -28.3% | -10.5% | -17.8% | -24.6% |
| 3M | -46.7% | -27.3% | -19.4% | -40.2% |
| 6M | -56.1% | -43.0% | -13.1% | -47.8% |
| YTD | +7.4% | -17.9% | +25.3% | +12.1% |
| 1Y | +17.4% | +11.9% | +5.5% | +8.0% |
| All | +17.4% | +7.9% | +9.5% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling