-83.3%
TTD vs AME
+55.3%
-138.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.8% |
| 7D | +1.7% | +2.8% | -1.0% | +0.5% |
| 30D | +1.6% | -6.3% | +7.9% | +4.4% |
| 3M | -27.8% | +5.4% | -33.2% | -30.3% |
| 6M | -52.1% | +7.4% | -59.6% | -54.8% |
| YTD | -63.1% | +16.2% | -79.2% | -67.5% |
| 1Y | -73.1% | +26.8% | -99.9% | -77.9% |
| 3Y | -83.3% | +57.5% | -140.8% | -88.0% |
| All | -83.3% | +55.3% | -138.5% | -88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling