+932.0%
TTMI vs AG
+445.6%
+486.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.0% | +10.8% | +9.2% |
| 7D | +5.9% | +1.0% | +4.8% | +5.6% |
| 30D | -4.3% | +19.2% | -23.5% | -7.2% |
| 3M | -32.0% | +6.2% | -38.2% | -32.9% |
| 6M | +19.5% | -26.7% | +46.1% | +24.3% |
| YTD | +82.0% | +26.1% | +55.9% | +73.3% |
| 1Y | +172.6% | +131.7% | +41.0% | +135.5% |
| 3Y | +744.7% | +255.3% | +489.3% | +552.5% |
| 5Y | +805.6% | +61.9% | +743.6% | +657.5% |
| 10Y | +1,057.6% | +72.0% | +985.6% | +737.2% |
| All | +932.0% | +445.6% | +486.4% | +282.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling