+2,023.3%
TT vs AMCR
+106.4%
+1,916.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | 0.0% | -1.9% | +1.9% | +0.5% |
| 30D | -7.2% | -4.1% | -3.1% | -6.1% |
| 3M | -3.0% | +21.7% | -24.6% | -8.7% |
| 6M | +1.4% | +1.5% | -0.1% | +0.3% |
| YTD | +15.9% | +13.1% | +2.8% | +10.8% |
| 1Y | +9.4% | +16.5% | -7.1% | +3.5% |
| 3Y | +124.4% | +10.3% | +114.1% | +112.2% |
| 5Y | +138.0% | -7.7% | +145.7% | +137.2% |
| 10Y | +886.4% | +24.6% | +861.7% | +784.8% |
| All | +2,023.3% | +106.4% | +1,916.8% | +1,797.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling