+146.0%
TT vs AME
+82.5%
+63.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | -0.4% |
| 7D | 0.0% | +0.6% | -0.6% | -0.5% |
| 30D | -7.2% | -6.7% | -0.5% | -1.9% |
| 3M | -3.0% | +4.1% | -7.0% | -5.9% |
| 6M | +1.4% | +1.6% | -0.2% | +0.1% |
| YTD | +15.9% | +16.1% | -0.2% | +3.0% |
| 1Y | +9.4% | +27.3% | -17.9% | -9.8% |
| 3Y | +124.4% | +50.9% | +73.5% | +56.0% |
| All | +146.0% | +82.5% | +63.6% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling