+329.6%
TTD vs AMT
+126.6%
+202.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +2.2% |
| 7D | +5.2% | +0.5% | +4.7% | +4.9% |
| 30D | +6.9% | +13.6% | -6.7% | -0.1% |
| 3M | -26.8% | +11.5% | -38.3% | -31.0% |
| 6M | -46.1% | +6.9% | -53.1% | -48.4% |
| YTD | -65.9% | +10.8% | -76.8% | -68.2% |
| 1Y | -71.8% | +10.3% | -82.2% | -73.7% |
| 3Y | -83.3% | +12.4% | -95.7% | -85.7% |
| 5Y | -81.1% | -20.1% | -61.1% | -80.1% |
| 10Y | +441.7% | +116.8% | +324.8% | +313.1% |
| All | +329.6% | +126.6% | +202.9% | +224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling