+1.5%
TT vs AMRZ
-16.6%
+18.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | +4.0% | -2.1% | +6.1% | +4.6% |
| 30D | -11.3% | +13.0% | -24.3% | -14.3% |
| 3M | -12.3% | -12.1% | -0.2% | -9.3% |
| 6M | -10.8% | -19.1% | +8.3% | -6.1% |
| YTD | +8.2% | -23.3% | +31.4% | +14.2% |
| 1Y | +1.5% | -16.6% | +18.0% | +4.7% |
| All | +1.5% | -16.6% | +18.1% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling