+3,822.9%
AMD vs TCOM
+2,843.2%
+979.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.8% | +6.1% |
| 7D | +44.7% | -1.4% | +46.1% | +45.3% |
| 30D | -3.3% | +11.5% | -14.9% | -7.1% |
| 3M | +21.2% | -5.2% | +26.4% | +22.0% |
| 6M | +30.6% | -16.9% | +47.5% | +35.6% |
| YTD | +173.3% | -39.9% | +213.2% | +212.3% |
| 1Y | +126.1% | -42.1% | +168.2% | +161.1% |
| 3Y | +393.5% | +28.0% | +365.5% | +327.1% |
| 5Y | +295.8% | +40.4% | +255.4% | +207.9% |
| 10Y | +8,648.9% | +5.6% | +8,643.2% | +6,820.3% |
| All | +3,822.9% | +2,843.2% | +979.7% | +1,119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling