-72.2%
TTD vs AME
+29.8%
-102.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.0% |
| 7D | +6.3% | +0.6% | +5.7% | +6.5% |
| 30D | -23.9% | -6.7% | -17.2% | -25.0% |
| 3M | -31.4% | +4.1% | -35.5% | -30.8% |
| 6M | -42.7% | +1.6% | -44.2% | -42.1% |
| YTD | -62.0% | +16.1% | -78.1% | -62.9% |
| 1Y | -72.2% | +27.3% | -99.5% | -73.1% |
| All | -72.2% | +29.8% | -102.0% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling