+753.3%
TT vs AME
+442.8%
+310.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.2% | +0.5% |
| 7D | -2.0% | -5.2% | +3.2% | +1.8% |
| 30D | -14.0% | -8.0% | -6.0% | -8.6% |
| 3M | -15.9% | -8.9% | -7.0% | -10.0% |
| 6M | -17.3% | -5.0% | -12.3% | -14.1% |
| YTD | +4.0% | +11.9% | -7.9% | -4.4% |
| 1Y | -7.1% | +16.6% | -23.8% | -17.2% |
| 3Y | +90.2% | +62.5% | +27.8% | +29.7% |
| 5Y | +131.1% | +67.6% | +63.5% | +54.4% |
| All | +753.3% | +442.8% | +310.5% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling