+329.6%
TTD vs AME
+419.8%
-90.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | -1.0% |
| 7D | +5.2% | -5.2% | +10.4% | +9.1% |
| 30D | +6.9% | -8.0% | +15.0% | +13.3% |
| 3M | -26.8% | -8.9% | -17.9% | -22.7% |
| 6M | -46.1% | -5.0% | -41.2% | -45.6% |
| YTD | -65.9% | +11.9% | -77.8% | -70.7% |
| 1Y | -71.8% | +16.6% | -88.5% | -76.7% |
| 3Y | -83.3% | +62.5% | -145.8% | -89.9% |
| 5Y | -81.1% | +67.6% | -148.7% | -88.6% |
| 10Y | +441.7% | +450.4% | -8.7% | +33.0% |
| All | +329.6% | +419.8% | -90.2% | +23.7% |
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