+234.0%
AMD vs TCOM
-44.5%
+278.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.2% | +6.1% |
| 7D | +10.0% | -7.6% | +17.7% | +11.7% |
| 30D | +4.6% | -12.2% | +16.9% | +7.2% |
| 3M | +3.1% | -14.2% | +17.4% | +6.6% |
| 6M | +162.8% | -25.0% | +187.8% | +186.0% |
| YTD | +136.2% | -43.7% | +179.8% | +162.0% |
| 1Y | +234.0% | -44.5% | +278.6% | +262.5% |
| All | +234.0% | -44.5% | +278.5% | +262.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling