+139.2%
TT vs AMCR
-7.6%
+146.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.7% | +1.6% |
| 7D | +3.5% | -8.5% | +12.0% | +6.8% |
| 30D | -11.0% | +6.8% | -17.8% | -13.5% |
| 3M | -12.0% | -5.0% | -7.0% | -10.8% |
| 6M | -10.4% | +13.9% | -24.3% | -15.6% |
| YTD | +9.9% | +11.2% | -1.3% | +3.7% |
| 1Y | +1.5% | +11.3% | -9.9% | -4.4% |
| 3Y | +93.7% | +15.4% | +78.3% | +71.3% |
| 5Y | +139.2% | -7.7% | +147.0% | +138.3% |
| All | +139.2% | -7.6% | +146.8% | +138.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling