+812.9%
TTMI vs AG
+69.4%
+743.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.1% | -6.0% | -4.4% |
| 7D | +7.5% | -0.1% | +7.6% | +7.4% |
| 30D | -4.5% | +12.5% | -16.9% | -7.1% |
| 3M | -28.5% | +28.2% | -56.7% | -32.5% |
| 6M | +28.4% | -18.8% | +47.2% | +31.3% |
| YTD | +80.1% | +27.4% | +52.7% | +69.0% |
| 1Y | +161.0% | +132.2% | +28.8% | +120.4% |
| 3Y | +862.4% | +286.9% | +575.6% | +596.4% |
| 5Y | +812.9% | +72.8% | +740.2% | +610.8% |
| All | +812.9% | +69.4% | +743.6% | +610.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling