+901.9%
TTMI vs AG
+272.3%
+629.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.2% |
| 7D | +12.2% | +4.5% | +7.7% | +11.1% |
| 30D | -5.7% | +12.9% | -18.6% | -8.3% |
| 3M | -27.5% | +20.9% | -48.4% | -30.7% |
| 6M | +47.1% | -19.5% | +66.7% | +49.7% |
| YTD | +87.5% | +24.8% | +62.7% | +78.4% |
| 1Y | +175.2% | +120.2% | +55.0% | +143.3% |
| 3Y | +901.9% | +279.0% | +622.9% | +681.6% |
| All | +901.9% | +272.3% | +629.7% | +681.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling