+220.3%
TTMI vs AME
+9,492.2%
-9,271.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.3% |
| 7D | +11.4% | +5.9% | +5.5% | +6.4% |
| 30D | -28.3% | -1.9% | -26.4% | -25.2% |
| 3M | -46.7% | -5.4% | -41.3% | -42.1% |
| 6M | -56.1% | +4.9% | -61.0% | -55.9% |
| YTD | +7.4% | +18.5% | -11.1% | -0.6% |
| 1Y | +17.4% | +25.5% | -8.1% | +4.0% |
| 3Y | +429.1% | +63.0% | +366.1% | +278.5% |
| 5Y | +418.8% | +78.3% | +340.5% | +244.3% |
| 10Y | +411.2% | +447.1% | -35.9% | +28.3% |
| All | +220.3% | +9,492.2% | -9,271.8% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling