-16.1%
AMD vs TE
-56.8%
+40.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -16.5% | -0.8% | -10.2% |
| 7D | -28.6% | -20.3% | -8.3% | -21.2% |
| 30D | -37.7% | -40.0% | +2.3% | -24.0% |
| 3M | -16.1% | -58.3% | +42.2% | +11.7% |
| All | -16.1% | -56.8% | +40.7% | +11.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling