+264.6%
AMD vs TCOM
+40.6%
+224.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.9% | -9.6% | -9.0% |
| 7D | +18.9% | -1.8% | +20.7% | +19.4% |
| 30D | -6.4% | +12.1% | -18.5% | -9.7% |
| 3M | +10.6% | -3.2% | +13.8% | +10.8% |
| 6M | +19.9% | -16.6% | +36.5% | +24.4% |
| YTD | +149.4% | -39.4% | +188.8% | +182.1% |
| 1Y | +115.4% | -41.5% | +156.9% | +146.1% |
| 3Y | +357.3% | +24.4% | +332.9% | +302.5% |
| All | +264.6% | +40.6% | +224.0% | +182.1% |
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