+2,023.3%
TT vs AMCR
+100.2%
+1,923.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | -3.6% | +4.4% |
| 3Y | +124.4% | +6.9% | +117.4% | +114.2% |
| 5Y | +138.0% | -10.5% | +148.5% | +139.3% |
| 10Y | +886.4% | +20.9% | +865.5% | +792.8% |
| All | +2,023.3% | +100.2% | +1,923.1% | +1,814.4% |
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