+379.4%
TTD vs AME
+439.6%
-60.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -5.5% |
| 7D | +6.3% | +0.6% | +5.7% | +5.8% |
| 30D | -23.9% | -6.7% | -17.2% | -20.0% |
| 3M | -31.4% | +4.1% | -35.5% | -34.4% |
| 6M | -42.7% | +1.6% | -44.2% | -45.4% |
| YTD | -62.0% | +16.1% | -78.1% | -67.9% |
| 1Y | -72.2% | +27.3% | -99.5% | -78.5% |
| 3Y | -81.9% | +50.9% | -132.8% | -88.1% |
| 5Y | -81.5% | +81.4% | -162.9% | -89.4% |
| All | +379.4% | +439.6% | -60.2% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling