+812.9%
TTMI vs AME
+83.9%
+729.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.3% |
| 7D | +7.5% | +1.3% | +6.2% | +6.2% |
| 30D | -4.5% | -6.6% | +2.1% | +2.8% |
| 3M | -28.5% | +3.0% | -31.5% | -29.5% |
| 6M | +28.4% | +5.3% | +23.1% | +25.5% |
| YTD | +80.1% | +15.4% | +64.6% | +63.3% |
| 1Y | +161.0% | +26.8% | +134.2% | +118.4% |
| 3Y | +862.4% | +56.5% | +805.9% | +571.3% |
| 5Y | +812.9% | +85.2% | +727.7% | +447.3% |
| All | +812.9% | +83.9% | +729.0% | +447.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling