+8,164.6%
AMD vs TCOM
+7.7%
+8,156.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.1% | +8.4% | +7.6% |
| 7D | +13.1% | +2.2% | +11.0% | +12.2% |
| 30D | -7.0% | +12.5% | -19.5% | -10.8% |
| 3M | +16.6% | -5.6% | +22.2% | +17.7% |
| 6M | +20.5% | -16.5% | +37.0% | +25.3% |
| YTD | +158.2% | -39.4% | +197.5% | +195.9% |
| 1Y | +132.8% | -41.0% | +173.7% | +169.0% |
| 3Y | +366.2% | +29.2% | +337.0% | +297.4% |
| 5Y | +278.7% | +41.6% | +237.0% | +188.2% |
| 10Y | +8,164.6% | +6.6% | +8,158.0% | +7,104.4% |
| All | +8,164.6% | +7.7% | +8,156.9% | +7,104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling