+2,488.5%
TTMI vs AGI
+5,453.2%
-2,964.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.3% | -4.1% |
| 7D | +7.5% | +2.2% | +5.3% | +7.2% |
| 30D | -4.5% | +11.3% | -15.8% | -5.6% |
| 3M | -28.5% | +5.6% | -34.2% | -29.2% |
| 6M | +28.4% | -27.7% | +56.0% | +31.8% |
| YTD | +80.1% | -4.1% | +84.2% | +79.6% |
| 1Y | +161.0% | +13.8% | +147.2% | +156.3% |
| 3Y | +862.4% | +217.0% | +645.4% | +752.5% |
| 5Y | +812.9% | +404.3% | +408.6% | +671.8% |
| 10Y | +1,094.7% | +400.5% | +694.2% | +860.4% |
| All | +2,488.5% | +5,453.2% | -2,964.6% | +2,210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling