+443.1%
TTMI vs AME
+9,304.5%
-8,861.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +7.6% |
| 7D | +5.9% | +0.6% | +5.2% | +5.4% |
| 30D | -4.3% | -6.7% | +2.4% | +1.7% |
| 3M | -32.0% | +4.1% | -36.1% | -33.4% |
| 6M | +19.5% | +1.6% | +17.9% | +21.2% |
| YTD | +82.0% | +16.1% | +65.9% | +65.9% |
| 1Y | +172.6% | +27.3% | +145.3% | +130.4% |
| 3Y | +744.7% | +50.9% | +693.8% | +524.8% |
| 5Y | +805.6% | +81.4% | +724.2% | +473.2% |
| 10Y | +1,057.6% | +417.0% | +640.6% | +194.1% |
| All | +443.1% | +9,304.5% | -8,861.4% | -90.3% |
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 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