+412.3%
TTD vs AME
+441.7%
-29.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +19.9% | -4.1% | +24.0% | +23.7% |
| 30D | +27.6% | -4.1% | +31.8% | +31.4% |
| 3M | +15.2% | -5.6% | +20.8% | +19.1% |
| 6M | -33.2% | +2.8% | -36.0% | -36.3% |
| YTD | -59.4% | +16.6% | -76.0% | -66.1% |
| 1Y | -64.4% | +21.1% | -85.4% | -71.2% |
| 3Y | -75.9% | +61.1% | -137.0% | -85.1% |
| 5Y | -82.6% | +76.6% | -159.2% | -89.9% |
| 10Y | +558.1% | +431.3% | +126.8% | +78.3% |
| All | +412.3% | +441.7% | -29.4% | +43.4% |
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