+364.1%
TTD vs AMCR
+16.5%
+347.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -7.4% | -5.0% | -2.5% | -5.3% |
| 30D | +3.0% | -8.0% | +11.0% | +6.8% |
| 3M | -27.6% | +14.3% | -41.9% | -32.2% |
| 6M | -49.5% | +5.3% | -54.8% | -51.6% |
| YTD | -63.2% | +7.7% | -70.9% | -65.7% |
| 1Y | -69.7% | +10.8% | -80.6% | -72.3% |
| 3Y | -83.3% | +9.6% | -92.9% | -85.1% |
| 5Y | -80.8% | -10.2% | -70.6% | -80.5% |
| All | +364.1% | +16.5% | +347.7% | +261.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling