+172.6%
TTMI vs AGI
+17.6%
+155.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.9% | +10.8% | +9.5% |
| 7D | +5.9% | +0.6% | +5.3% | +5.5% |
| 30D | -4.3% | +18.2% | -22.5% | -10.3% |
| 3M | -32.0% | -4.1% | -27.9% | -31.9% |
| 6M | +19.5% | -28.7% | +48.2% | +31.2% |
| YTD | +82.0% | -4.0% | +86.0% | +78.5% |
| 1Y | +172.6% | +17.4% | +155.2% | +139.0% |
| All | +172.6% | +17.6% | +155.0% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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