+325.6%
TTD vs AMC
-98.8%
+424.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -12.5% | +9.3% | -2.4% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | +7.5% | +4.4% | +3.1% | +7.1% |
| 3M | -32.4% | +15.4% | -47.8% | -33.2% |
| 6M | -47.9% | +93.7% | -141.7% | -50.6% |
| YTD | -66.3% | +97.4% | -163.7% | -68.1% |
| 1Y | -73.1% | +23.2% | -96.3% | -73.9% |
| 3Y | -83.8% | -71.3% | -12.5% | -83.5% |
| 5Y | -81.3% | -99.3% | +17.9% | -78.5% |
| 10Y | +436.7% | -98.7% | +535.4% | +466.5% |
| All | +325.6% | -98.8% | +424.3% | +352.1% |
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