+132.8%
AMD vs TDY
+25.4%
+107.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +6.3% |
| 7D | +13.1% | +3.0% | +10.1% | +10.5% |
| 30D | -7.0% | +6.1% | -13.1% | -12.0% |
| 3M | +16.6% | -4.5% | +21.1% | +24.0% |
| 6M | +20.5% | +2.9% | +17.6% | +19.3% |
| YTD | +158.2% | +27.5% | +130.7% | +120.7% |
| 1Y | +132.8% | +26.5% | +106.3% | +99.6% |
| All | +132.8% | +25.4% | +107.4% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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