+420.9%
TTD vs AMCR
+18.6%
+402.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +21.3% | -2.4% | +23.7% | +22.6% |
| 30D | +28.7% | +3.6% | +25.1% | +26.6% |
| 3M | +7.7% | -4.2% | +11.9% | +9.5% |
| 6M | -23.5% | +15.5% | -39.0% | -29.1% |
| YTD | -58.7% | +9.7% | -68.4% | -61.8% |
| 1Y | -63.4% | +8.3% | -71.7% | -66.0% |
| 3Y | -75.3% | +15.4% | -90.7% | -78.5% |
| 5Y | -84.4% | -9.1% | -75.3% | -84.2% |
| 10Y | +516.1% | +18.6% | +497.5% | +375.5% |
| All | +420.9% | +18.6% | +402.3% | +302.1% |
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