+114.9%
TT vs AMCR
+8.2%
+106.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.0% | -5.0% | +4.0% | +0.3% |
| 30D | -8.9% | -8.0% | -0.9% | -7.1% |
| 3M | -1.8% | +14.3% | -16.1% | -5.3% |
| 6M | +1.9% | +5.3% | -3.4% | -0.2% |
| YTD | +13.8% | +7.7% | +6.1% | +11.0% |
| 1Y | +6.1% | +10.8% | -4.7% | +2.8% |
| All | +114.9% | +8.2% | +106.7% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling