+7,565.7%
AMD vs TCOM
-8.6%
+7,574.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +5.0% |
| 7D | +2.6% | -9.5% | +12.1% | +5.9% |
| 30D | -0.9% | -10.7% | +9.8% | +2.5% |
| 3M | -8.7% | -14.6% | +5.9% | -5.0% |
| 6M | +136.3% | -19.3% | +155.7% | +150.7% |
| YTD | +123.0% | -42.9% | +165.9% | +163.0% |
| 1Y | +195.2% | -43.8% | +239.0% | +249.3% |
| 3Y | +336.3% | +2.1% | +334.2% | +302.7% |
| 5Y | +334.5% | +31.2% | +303.3% | +238.3% |
| All | +7,565.7% | -8.6% | +7,574.2% | +6,753.9% |
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