+10.7%
TTMI vs AGI
-1.1%
+11.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +10.8% | -20.9% | -13.3% |
| 7D | -19.2% | -5.3% | -13.9% | -17.8% |
| 30D | -44.9% | -7.1% | -37.7% | -43.3% |
| 3M | -44.7% | +4.4% | -49.2% | -46.1% |
| 6M | -53.4% | -23.0% | -30.4% | -50.2% |
| YTD | +6.3% | -22.0% | +28.3% | +10.3% |
| 1Y | +10.7% | +0.3% | +10.4% | -15.1% |
| All | +10.7% | -1.1% | +11.8% | -15.1% |
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