+337.5%
AMD vs TCOM
+30.8%
+306.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +4.9% |
| 7D | +2.6% | -9.5% | +12.1% | +5.4% |
| 30D | -0.9% | -10.7% | +9.8% | +2.1% |
| 3M | -8.7% | -14.6% | +5.9% | -5.4% |
| 6M | +136.3% | -19.3% | +155.7% | +149.2% |
| YTD | +123.0% | -42.9% | +165.9% | +158.2% |
| 1Y | +195.2% | -43.8% | +239.0% | +242.7% |
| 3Y | +336.3% | +2.1% | +334.2% | +308.0% |
| All | +337.5% | +30.8% | +306.7% | +262.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling