+376.7%
AMD vs TDY
+47.5%
+329.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.8% | +6.7% |
| 7D | +10.0% | -0.9% | +10.9% | +10.8% |
| 30D | +4.6% | -12.5% | +17.1% | +17.2% |
| 3M | +3.1% | -1.2% | +4.3% | +5.5% |
| 6M | +162.8% | -6.6% | +169.4% | +181.1% |
| YTD | +136.2% | +18.5% | +117.7% | +113.9% |
| 1Y | +234.0% | +10.8% | +223.3% | +216.1% |
| 3Y | +376.7% | +47.5% | +329.2% | +271.7% |
| All | +376.7% | +47.5% | +329.2% | +271.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling