+917.7%
TT vs AMP
+589.3%
+328.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | -7.3% | -1.3% | -6.0% | -6.8% |
| 3M | -3.6% | +24.2% | -27.8% | -12.7% |
| 6M | +2.8% | +24.6% | -21.8% | -7.3% |
| YTD | +14.5% | +14.8% | -0.3% | +6.6% |
| 1Y | +7.4% | +12.8% | -5.4% | +0.4% |
| 3Y | +116.2% | +69.0% | +47.3% | +66.0% |
| 5Y | +147.4% | +124.9% | +22.5% | +64.8% |
| All | +917.7% | +589.3% | +328.4% | +336.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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