-72.0%
TTD vs AME
+21.1%
-93.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.6% | +7.5% | +1.6% |
| 7D | +3.7% | -4.4% | +8.1% | +2.4% |
| 30D | +10.4% | -5.9% | +16.3% | +8.7% |
| 3M | -31.6% | -6.5% | -25.1% | -32.7% |
| 6M | -45.1% | +3.2% | -48.3% | -44.3% |
| YTD | -65.1% | +16.0% | -81.2% | -67.6% |
| 1Y | -72.0% | +20.4% | -92.4% | -74.6% |
| All | -72.0% | +21.1% | -93.1% | -74.6% |
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