+890.1%
TTMI vs AMCR
+6.5%
+883.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +4.9% | +3.8% |
| 7D | +0.7% | -6.3% | +6.9% | +2.4% |
| 30D | -8.4% | -7.8% | -0.6% | -6.6% |
| 3M | -32.5% | +7.5% | -40.0% | -35.3% |
| 6M | +32.5% | +2.7% | +29.8% | +28.2% |
| YTD | +83.2% | +6.0% | +77.2% | +74.2% |
| 1Y | +161.7% | +7.8% | +153.9% | +145.8% |
| 3Y | +890.1% | +5.8% | +884.3% | +809.3% |
| All | +890.1% | +6.5% | +883.7% | +809.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling