+745.1%
TTMI vs AMC
-97.7%
+842.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.9% | +4.9% | +6.8% |
| 7D | -19.8% | +2.6% | -22.4% | -19.9% |
| 30D | -48.1% | +9.0% | -57.1% | -48.2% |
| 3M | -51.2% | +22.2% | -73.4% | -51.5% |
| 6M | -59.6% | +91.5% | -151.1% | -60.7% |
| YTD | -3.6% | +101.3% | -104.9% | -6.6% |
| 1Y | -2.3% | +20.8% | -23.1% | -3.9% |
| 3Y | +369.4% | -71.3% | +440.7% | +373.0% |
| 5Y | +365.4% | -99.2% | +464.7% | +397.0% |
| 10Y | +413.2% | -98.7% | +511.9% | +439.1% |
| All | +745.1% | -97.7% | +842.8% | +662.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling