+10.7%
TTMI vs AME
+21.1%
-10.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.6% | -5.5% | -0.6% |
| 7D | -19.2% | -4.4% | -14.7% | -11.2% |
| 30D | -44.9% | -5.9% | -39.0% | -35.6% |
| 3M | -44.7% | -6.5% | -38.2% | -34.1% |
| 6M | -53.4% | +3.2% | -56.6% | -53.0% |
| YTD | +6.3% | +16.0% | -9.7% | -15.6% |
| 1Y | +10.7% | +20.4% | -9.7% | -17.7% |
| All | +10.7% | +21.1% | -10.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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