-82.5%
TTD vs AMC
-99.1%
+16.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.8% |
| 7D | +20.8% | -2.8% | +23.6% | +21.4% |
| 30D | +33.8% | +14.0% | +19.8% | +30.9% |
| 3M | +17.8% | +42.5% | -24.7% | +10.3% |
| 6M | -25.7% | +142.6% | -168.3% | -38.6% |
| YTD | -57.9% | +119.2% | -177.1% | -65.0% |
| 1Y | -63.8% | +40.7% | -104.6% | -67.6% |
| 3Y | -75.0% | -57.3% | -17.7% | -75.0% |
| 5Y | -82.5% | -99.1% | +16.6% | -60.8% |
| All | -82.5% | -99.1% | +16.6% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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