+161.7%
TTMI vs AGI
+9.2%
+152.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.1% |
| 7D | +0.7% | -2.7% | +3.4% | +1.5% |
| 30D | -8.4% | +7.2% | -15.7% | -11.2% |
| 3M | -32.5% | +4.3% | -36.7% | -34.6% |
| 6M | +32.5% | -27.1% | +59.6% | +44.4% |
| YTD | +83.2% | -6.6% | +89.9% | +81.4% |
| 1Y | +161.7% | +9.5% | +152.2% | +131.4% |
| All | +161.7% | +9.2% | +152.5% | +131.4% |
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