+10.7%
TTMI vs AMC
+38.0%
-27.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +7.3% | -17.4% | -10.5% |
| 7D | -19.2% | +17.7% | -36.9% | -20.1% |
| 30D | -44.9% | +26.2% | -71.0% | -45.6% |
| 3M | -44.7% | +31.3% | -76.1% | -45.7% |
| 6M | -53.4% | +142.8% | -196.2% | -58.1% |
| YTD | +6.3% | +125.6% | -119.3% | -3.3% |
| 1Y | +10.7% | +40.2% | -29.5% | +35.2% |
| All | +10.7% | +38.0% | -27.3% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling