+858.0%
TTMI vs AGI
+204.0%
+654.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.8% |
| 7D | +6.0% | -5.3% | +11.3% | +7.2% |
| 30D | -6.4% | +6.8% | -13.2% | -8.1% |
| 3M | -28.9% | +8.3% | -37.2% | -30.9% |
| 6M | +26.9% | -29.2% | +56.1% | +34.0% |
| YTD | +77.3% | -7.3% | +84.6% | +78.5% |
| 1Y | +147.5% | +8.0% | +139.5% | +142.7% |
| All | +858.0% | +204.0% | +654.0% | +623.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling