+95.7%
TT vs AMC
-58.4%
+154.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.3% | -3.6% | +4.5% |
| 7D | +1.7% | +6.6% | -4.8% | +1.6% |
| 30D | -11.8% | +14.1% | -25.9% | -12.1% |
| 3M | -12.6% | +31.3% | -43.9% | -13.3% |
| 6M | -9.4% | +126.7% | -136.0% | -12.0% |
| YTD | +8.8% | +117.9% | -109.1% | +5.4% |
| 1Y | -2.5% | +41.1% | -43.6% | -4.5% |
| 3Y | +95.7% | -61.0% | +156.6% | +99.0% |
| All | +95.7% | -58.4% | +154.1% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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