+133.7%
AMT vs TT
+744.7%
-611.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +1.6% | +0.8% | +0.8% | +1.3% |
| 30D | +4.5% | -11.8% | +16.2% | +7.7% |
| 3M | +13.8% | -11.6% | +25.4% | +17.2% |
| 6M | +10.0% | -9.3% | +19.4% | +11.4% |
| YTD | +11.8% | +8.9% | +2.9% | +6.3% |
| 1Y | +10.2% | -2.2% | +12.5% | +8.4% |
| 3Y | +15.1% | +91.9% | -76.7% | -14.3% |
| 5Y | -18.8% | +136.0% | -154.8% | -45.8% |
| 10Y | +133.7% | +734.7% | -601.0% | +6.8% |
| All | +133.7% | +744.7% | -611.0% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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