+94.2%
TT vs AME
+63.5%
+30.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.6% |
| 7D | +8.1% | +8.1% | 0.0% | +2.3% |
| 30D | -11.3% | -3.8% | -7.5% | -9.0% |
| 3M | -11.2% | -6.6% | -4.6% | -6.9% |
| 6M | -8.9% | +4.6% | -13.5% | -11.6% |
| YTD | +9.7% | +17.9% | -8.2% | -1.3% |
| 1Y | +1.3% | +23.2% | -22.0% | -11.4% |
| All | +94.2% | +63.5% | +30.7% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling