+172.6%
TTMI vs AMCR
+13.1%
+159.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.9% |
| 7D | +5.9% | -1.9% | +7.7% | +6.0% |
| 30D | -4.3% | -4.1% | -0.2% | -4.0% |
| 3M | -32.0% | +21.7% | -53.7% | -35.7% |
| 6M | +19.5% | +1.5% | +18.0% | +11.6% |
| YTD | +82.0% | +13.1% | +68.9% | +79.2% |
| 1Y | +172.6% | +13.0% | +159.6% | +170.9% |
| All | +172.6% | +13.1% | +159.5% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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