+893.7%
TT vs AME
+421.6%
+472.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | +2.8% | -1.2% | -0.5% |
| 30D | -7.3% | -6.3% | -1.0% | -2.8% |
| 3M | -2.6% | +5.4% | -8.0% | -6.2% |
| 6M | +5.9% | +7.4% | -1.5% | +0.5% |
| YTD | +15.4% | +16.2% | -0.8% | +3.4% |
| 1Y | +8.2% | +26.8% | -18.6% | -9.3% |
| 3Y | +122.7% | +57.5% | +65.1% | +55.9% |
| 5Y | +145.0% | +84.8% | +60.1% | +52.2% |
| 10Y | +893.7% | +424.3% | +469.4% | +209.4% |
| All | +893.7% | +421.6% | +472.1% | +209.4% |
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