-75.6%
TTD vs AMT
+15.8%
-91.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +20.8% | -2.2% | +22.9% | +21.0% |
| 30D | +27.1% | +5.8% | +21.3% | +26.6% |
| 3M | +14.7% | +12.6% | +2.1% | +13.7% |
| 6M | -26.8% | +8.3% | -35.1% | -27.4% |
| YTD | -59.2% | +11.4% | -70.7% | -59.6% |
| 1Y | -64.7% | +7.7% | -72.4% | -65.0% |
| All | -75.6% | +15.8% | -91.4% | -78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling