+1,124.0%
TTMI vs AGI
+392.3%
+731.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.3% |
| 7D | +0.7% | -2.7% | +3.4% | +1.0% |
| 30D | -8.4% | +7.2% | -15.7% | -9.5% |
| 3M | -32.5% | +4.3% | -36.7% | -33.2% |
| 6M | +32.5% | -27.1% | +59.6% | +37.1% |
| YTD | +83.2% | -6.6% | +89.9% | +83.3% |
| 1Y | +161.7% | +9.5% | +152.2% | +156.8% |
| 3Y | +890.1% | +208.4% | +681.7% | +747.9% |
| 5Y | +832.4% | +401.6% | +430.8% | +653.8% |
| All | +1,124.0% | +392.3% | +731.7% | +850.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling