+832.2%
AMD vs TE
-75.9%
+908.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.5% | +7.5% | +10.4% |
| 7D | -11.0% | -12.6% | +1.5% | -8.4% |
| 30D | -30.5% | -36.7% | +6.3% | -24.3% |
| 3M | -8.2% | -57.5% | +49.3% | +6.7% |
| 6M | +6.6% | -55.2% | +61.8% | +20.8% |
| YTD | +109.7% | -64.7% | +174.3% | +141.8% |
| 1Y | +88.9% | -35.9% | +124.8% | +95.3% |
| 3Y | +301.8% | -31.8% | +333.6% | +253.7% |
| 5Y | +229.4% | -79.4% | +308.8% | +259.0% |
| All | +832.2% | -75.9% | +908.1% | +952.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling