+508.5%
TTD vs AME
+444.5%
+64.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.0% |
| 7D | +21.3% | +5.9% | +15.4% | +16.5% |
| 30D | +28.7% | -1.9% | +30.6% | +30.2% |
| 3M | +7.7% | -5.4% | +13.1% | +11.2% |
| 6M | -23.5% | +4.9% | -28.4% | -28.2% |
| YTD | -58.7% | +18.5% | -77.2% | -65.9% |
| 1Y | -63.4% | +25.5% | -88.9% | -71.3% |
| 3Y | -75.3% | +63.0% | -138.3% | -84.8% |
| 5Y | -84.4% | +78.3% | -162.7% | -91.0% |
| All | +508.5% | +444.5% | +64.0% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling