+901.9%
TTMI vs AME
+55.3%
+846.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +12.2% | +2.8% | +9.4% | +8.8% |
| 30D | -5.7% | -6.3% | +0.5% | +2.0% |
| 3M | -27.5% | +5.4% | -32.9% | -30.4% |
| 6M | +47.1% | +7.4% | +39.7% | +40.4% |
| YTD | +87.5% | +16.2% | +71.3% | +67.3% |
| 1Y | +175.2% | +26.8% | +148.4% | +127.6% |
| 3Y | +901.9% | +57.5% | +844.4% | +531.0% |
| All | +901.9% | +55.3% | +846.7% | +531.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling