+550.5%
TTD vs AMT
+116.9%
+433.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.1% | +15.4% | +15.4% |
| 7D | +19.0% | +0.4% | +18.6% | +18.7% |
| 30D | +23.6% | +3.7% | +19.9% | +21.1% |
| 3M | +8.2% | +10.7% | -2.5% | +2.4% |
| 6M | -35.3% | +9.3% | -44.6% | -38.6% |
| YTD | -60.7% | +10.9% | -71.6% | -63.3% |
| 1Y | -65.3% | +10.5% | -75.8% | -67.6% |
| 3Y | -80.6% | +15.5% | -96.1% | -83.6% |
| 5Y | -84.6% | -20.6% | -64.0% | -83.7% |
| 10Y | +550.5% | +124.5% | +426.0% | +377.5% |
| All | +550.5% | +116.9% | +433.7% | +377.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling