+444.9%
TTMI vs AMC
-58.0%
+502.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.7% | -2.9% |
| 7D | +22.6% | +8.4% | +14.2% | +22.0% |
| 30D | -34.3% | +9.2% | -43.4% | -34.5% |
| 3M | -44.8% | +32.0% | -76.8% | -45.6% |
| 6M | -53.3% | +149.3% | -202.6% | -56.5% |
| YTD | +10.6% | +114.1% | -103.6% | +3.5% |
| 1Y | +8.2% | +35.8% | -27.6% | +4.4% |
| All | +444.9% | -58.0% | +502.8% | +490.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling