+1,165.3%
TTMI vs AMCR
+97.2%
+1,068.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -3.1% |
| 7D | +7.5% | -6.3% | +13.8% | +9.7% |
| 30D | -4.5% | -7.1% | +2.7% | -2.5% |
| 3M | -28.5% | +12.7% | -41.2% | -32.1% |
| 6M | +28.4% | +5.2% | +23.2% | +24.6% |
| YTD | +80.1% | +8.1% | +72.0% | +72.1% |
| 1Y | +161.0% | +11.7% | +149.3% | +145.7% |
| 3Y | +862.4% | +9.9% | +852.5% | +803.6% |
| 5Y | +812.9% | -8.7% | +821.6% | +811.3% |
| 10Y | +1,094.7% | +16.8% | +1,077.9% | +943.7% |
| All | +1,165.3% | +97.2% | +1,068.1% | +1,056.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling