+172.6%
TTMI vs AME
+29.8%
+142.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +6.6% |
| 7D | +5.9% | +0.6% | +5.2% | +5.0% |
| 30D | -4.3% | -6.7% | +2.4% | +6.7% |
| 3M | -32.0% | +4.1% | -36.1% | -34.5% |
| 6M | +19.5% | +1.6% | +17.9% | +17.6% |
| YTD | +82.0% | +16.1% | +65.9% | +61.2% |
| 1Y | +172.6% | +27.3% | +145.3% | +135.4% |
| All | +172.6% | +29.8% | +142.9% | +135.4% |
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