+379.4%
TTD vs AMCR
+22.3%
+357.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | +6.3% | -1.9% | +8.2% | +7.2% |
| 30D | -23.9% | -4.1% | -19.8% | -22.7% |
| 3M | -31.4% | +21.7% | -53.1% | -37.6% |
| 6M | -42.7% | +1.5% | -44.2% | -44.1% |
| YTD | -62.0% | +13.1% | -75.1% | -65.3% |
| 1Y | -72.2% | +16.5% | -88.7% | -75.1% |
| 3Y | -81.9% | +10.3% | -92.2% | -83.8% |
| 5Y | -81.5% | -7.7% | -73.9% | -81.5% |
| All | +379.4% | +22.3% | +357.1% | +265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling