+798.9%
TTMI vs AMCR
-10.9%
+809.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +6.0% | -5.0% | +11.0% | +8.3% |
| 30D | -6.4% | -8.0% | +1.6% | -3.5% |
| 3M | -28.9% | +14.3% | -43.2% | -34.5% |
| 6M | +26.9% | +5.3% | +21.5% | +21.1% |
| YTD | +77.3% | +7.7% | +69.6% | +65.4% |
| 1Y | +147.5% | +10.8% | +136.7% | +125.9% |
| 3Y | +847.6% | +9.6% | +838.1% | +739.9% |
| All | +798.9% | -10.9% | +809.8% | +802.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling