+379.4%
TTD vs AMCR
+18.6%
+360.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -37.5% |
| 6M | -42.7% | +1.5% | -44.2% | -44.1% |
| YTD | -62.0% | +13.1% | -75.1% | -65.3% |
| 1Y | -72.2% | +13.0% | -85.2% | -74.7% |
| 3Y | -81.9% | +6.9% | -88.9% | -83.6% |
| 5Y | -81.5% | -10.5% | -71.1% | -81.2% |
| All | +379.4% | +18.6% | +360.8% | +271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling