+2,909.7%
AMD vs TCOM
+2,922.3%
-12.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.3% | +9.8% | +10.6% |
| 7D | -11.0% | +12.1% | -23.1% | -14.3% |
| 30D | -30.5% | +16.5% | -47.0% | -34.0% |
| 3M | -8.2% | -4.0% | -4.2% | -7.9% |
| 6M | +6.6% | -18.5% | +25.1% | +11.4% |
| YTD | +109.7% | -38.3% | +148.0% | +137.8% |
| 1Y | +88.9% | -36.6% | +125.5% | +112.4% |
| 3Y | +301.8% | +31.1% | +270.7% | +245.4% |
| 5Y | +229.4% | +47.6% | +181.8% | +152.7% |
| 10Y | +6,745.1% | +5.1% | +6,740.1% | +5,333.0% |
| All | +2,909.7% | +2,922.3% | -12.6% | +828.7% |
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