+493.5%
TTMI vs AG
+288.7%
+204.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.9% | +1.7% | -3.2% |
| 7D | -11.5% | +6.0% | -17.5% | -12.4% |
| 30D | -40.3% | -13.5% | -26.8% | -38.7% |
| 3M | -44.5% | -20.7% | -23.8% | -42.5% |
| 6M | -54.1% | -31.5% | -22.5% | -51.5% |
| YTD | +4.7% | -10.1% | +14.8% | +5.3% |
| 1Y | +3.3% | +26.0% | -22.7% | -1.2% |
| 3Y | +407.2% | +228.9% | +178.3% | +300.8% |
| 5Y | +406.5% | +8.7% | +397.9% | +352.7% |
| 10Y | +420.4% | +71.9% | +348.5% | +279.6% |
| All | +493.5% | +288.7% | +204.8% | +132.4% |
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