-79.6%
TTD vs AMRZ
-17.3%
-62.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.4% | -1.7% |
| 7D | +1.7% | -2.0% | +3.8% | +2.3% |
| 30D | +1.6% | -9.8% | +11.4% | +4.4% |
| 3M | -27.8% | -17.2% | -10.6% | -23.8% |
| 6M | -52.1% | -26.9% | -25.2% | -49.0% |
| YTD | -63.1% | -21.5% | -41.6% | -61.0% |
| 1Y | -73.1% | -22.9% | -50.2% | -71.8% |
| All | -79.6% | -17.3% | -62.3% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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