+361.1%
TTD vs AME
+436.3%
-75.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | -4.6% | +1.3% | -5.9% | -5.6% |
| 30D | +3.7% | -6.6% | +10.2% | +8.9% |
| 3M | -30.2% | +3.0% | -33.2% | -32.8% |
| 6M | -51.4% | +5.3% | -56.7% | -54.8% |
| YTD | -63.4% | +15.4% | -78.9% | -68.9% |
| 1Y | -73.5% | +26.8% | -100.3% | -79.5% |
| 3Y | -83.5% | +56.5% | -140.0% | -89.4% |
| 5Y | -80.9% | +85.2% | -166.2% | -89.2% |
| All | +361.1% | +436.3% | -75.2% | +31.2% |
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