+88.9%
AMD vs TCOM
-37.8%
+126.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.3% | +9.8% | +11.0% |
| 7D | -11.0% | +12.1% | -23.1% | -11.9% |
| 30D | -30.5% | +16.5% | -47.0% | -31.6% |
| 3M | -8.2% | -4.0% | -4.2% | -6.4% |
| 6M | +6.6% | -18.5% | +25.1% | +17.1% |
| YTD | +109.7% | -38.3% | +148.0% | +127.9% |
| 1Y | +88.9% | -36.6% | +125.5% | +100.2% |
| All | +88.9% | -37.8% | +126.7% | +100.2% |
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