+239.9%
TTMI vs AMRZ
-13.6%
+253.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.3% | +9.0% |
| 7D | +5.9% | -1.9% | +7.8% | +6.6% |
| 30D | -4.3% | -16.9% | +12.6% | +2.2% |
| 3M | -32.0% | -19.2% | -12.9% | -26.9% |
| 6M | +19.5% | -29.3% | +48.7% | +35.3% |
| YTD | +82.0% | -18.0% | +100.0% | +94.2% |
| 1Y | +172.6% | -15.1% | +187.7% | +182.3% |
| All | +239.9% | -13.6% | +253.5% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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