+132.3%
TT vs AME
+77.7%
+54.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.8% |
| 7D | +4.0% | +5.9% | -1.8% | -0.6% |
| 30D | -11.3% | -1.9% | -9.4% | -10.1% |
| 3M | -12.3% | -5.4% | -6.9% | -8.5% |
| 6M | -10.8% | +4.9% | -15.8% | -14.4% |
| YTD | +8.2% | +18.5% | -10.3% | -5.8% |
| 1Y | +1.5% | +25.5% | -24.0% | -15.6% |
| 3Y | +91.5% | +63.0% | +28.4% | +22.7% |
| All | +132.3% | +77.7% | +54.6% | +34.9% |
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