-79.0%
TTD vs AMRZ
-13.6%
-65.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -3.9% | -4.3% |
| 7D | +6.3% | -1.9% | +8.2% | +6.9% |
| 30D | -23.9% | -16.9% | -7.0% | -20.1% |
| 3M | -31.4% | -19.2% | -12.2% | -27.9% |
| 6M | -42.7% | -29.3% | -13.4% | -39.5% |
| YTD | -62.0% | -18.0% | -44.0% | -60.3% |
| 1Y | -72.2% | -15.1% | -57.1% | -71.1% |
| All | -79.0% | -13.6% | -65.4% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling