+1.3%
TT vs AMCR
+9.1%
-7.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | +8.1% | -4.5% | +12.5% | +9.3% |
| 30D | -11.3% | +4.9% | -16.1% | -12.9% |
| 3M | -11.2% | -4.6% | -6.6% | -10.3% |
| 6M | -8.9% | +15.2% | -24.1% | -14.0% |
| YTD | +9.7% | +9.7% | 0.0% | +5.6% |
| 1Y | +1.3% | +10.5% | -9.2% | -2.7% |
| All | +1.3% | +9.1% | -7.8% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling