-85.1%
TTD vs AMC
-99.2%
+14.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.8% |
| 7D | +21.3% | +3.5% | +17.8% | +20.7% |
| 30D | +28.7% | +12.5% | +16.3% | +26.2% |
| 3M | +7.7% | +23.6% | -15.9% | +3.3% |
| 6M | -23.5% | +144.4% | -167.8% | -36.7% |
| YTD | -58.7% | +108.3% | -167.0% | -65.3% |
| 1Y | -63.4% | +38.9% | -102.3% | -67.1% |
| 3Y | -75.3% | -58.9% | -16.4% | -75.1% |
| All | -85.1% | -99.2% | +14.1% | -68.9% |
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