+900.0%
TTMI vs MAGS
+188.2%
+711.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.4% | +10.3% | +10.1% |
| 7D | +5.9% | +0.5% | +5.3% | +5.2% |
| 30D | -4.3% | +1.5% | -5.8% | -5.8% |
| 3M | -32.0% | +0.5% | -32.5% | -32.4% |
| 6M | +19.5% | +11.6% | +7.9% | +8.8% |
| YTD | +82.0% | +5.3% | +76.8% | +73.7% |
| 1Y | +172.6% | +14.9% | +157.7% | +146.1% |
| 3Y | +744.7% | +128.9% | +615.8% | +397.4% |
| All | +900.0% | +188.2% | +711.8% | +432.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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