+434.2%
TTMI vs AME
+79.2%
+355.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.6% | -3.7% |
| 7D | +22.6% | +8.1% | +14.5% | +12.6% |
| 30D | -34.3% | -3.8% | -30.5% | -29.1% |
| 3M | -44.8% | -6.6% | -38.1% | -38.1% |
| 6M | -53.3% | +4.6% | -57.9% | -52.8% |
| YTD | +10.6% | +17.9% | -7.4% | +1.7% |
| 1Y | +8.2% | +23.2% | -15.0% | -3.7% |
| 3Y | +435.7% | +62.9% | +372.7% | +270.3% |
| 5Y | +434.2% | +77.5% | +356.7% | +222.1% |
| All | +434.2% | +79.2% | +355.0% | +222.1% |
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