+379.4%
TTD vs AMC
-98.9%
+478.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.7% | -4.6% |
| 7D | +6.3% | +2.3% | +4.0% | +6.2% |
| 30D | -23.9% | -0.7% | -23.1% | -23.9% |
| 3M | -31.4% | +35.2% | -66.6% | -33.2% |
| 6M | -42.7% | +124.6% | -167.2% | -46.1% |
| YTD | -62.0% | +69.9% | -131.9% | -63.7% |
| 1Y | -72.2% | -2.6% | -69.6% | -72.6% |
| 3Y | -81.9% | -79.8% | -2.2% | -81.4% |
| 5Y | -81.5% | -99.4% | +17.9% | -78.6% |
| All | +379.4% | -98.9% | +478.3% | +415.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling