+1,115.1%
AMD vs TE
-79.9%
+1,194.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -7.5% | +13.4% | +7.3% |
| 7D | +44.7% | -13.6% | +58.3% | +48.4% |
| 30D | -3.3% | -37.7% | +34.3% | +5.4% |
| 3M | +21.2% | -59.8% | +81.0% | +42.5% |
| 6M | +30.6% | -66.3% | +96.9% | +55.3% |
| YTD | +173.3% | -70.5% | +243.8% | +225.0% |
| 1Y | +126.1% | -48.8% | +174.9% | +144.0% |
| 3Y | +393.5% | +31.3% | +362.2% | +283.0% |
| 5Y | +295.8% | -82.0% | +377.8% | +342.7% |
| All | +1,115.1% | -79.9% | +1,194.9% | +1,315.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling