+417.0%
TTMI vs AMC
-99.2%
+516.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.7% |
| 7D | +11.4% | +3.5% | +7.9% | +11.2% |
| 30D | -28.3% | +12.5% | -40.8% | -28.7% |
| 3M | -46.7% | +23.6% | -70.2% | -47.4% |
| 6M | -56.1% | +144.4% | -200.5% | -59.2% |
| YTD | +7.4% | +108.3% | -101.0% | +0.4% |
| 1Y | +17.4% | +38.9% | -21.5% | +12.7% |
| 3Y | +429.1% | -58.9% | +488.0% | +429.3% |
| All | +417.0% | -99.2% | +516.2% | +490.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling