+379.4%
TTD vs AMT
+108.9%
+270.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -3.9% |
| 7D | +6.3% | -0.2% | +6.6% | +6.4% |
| 30D | -23.9% | +4.6% | -28.5% | -25.7% |
| 3M | -31.4% | -8.4% | -22.9% | -28.5% |
| 6M | -42.7% | -6.0% | -36.6% | -41.2% |
| YTD | -62.0% | +2.1% | -64.1% | -62.8% |
| 1Y | -72.2% | -6.4% | -65.8% | -71.7% |
| 3Y | -81.9% | +8.1% | -90.0% | -84.3% |
| 5Y | -81.5% | -31.9% | -49.6% | -78.8% |
| All | +379.4% | +108.9% | +270.5% | +279.4% |
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