+1,914.0%
TT vs AMCR
+103.0%
+1,811.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.7% | +1.5% |
| 7D | +3.5% | -8.5% | +12.0% | +6.2% |
| 30D | -11.0% | +6.8% | -17.8% | -13.0% |
| 3M | -12.0% | -5.0% | -7.0% | -11.0% |
| 6M | -10.4% | +13.9% | -24.3% | -14.4% |
| YTD | +9.9% | +11.2% | -1.3% | +5.3% |
| 1Y | +1.5% | +11.3% | -9.9% | -2.9% |
| 3Y | +93.7% | +15.4% | +78.3% | +80.3% |
| 5Y | +139.2% | -7.7% | +147.0% | +137.9% |
| 10Y | +741.5% | +20.2% | +721.2% | +655.8% |
| All | +1,914.0% | +103.0% | +1,811.0% | +1,702.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling