+6,370.3%
AMD vs TEL
+283.0%
+6,087.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.3% | +10.7% | +10.8% |
| 7D | -11.0% | -2.8% | -8.2% | -8.1% |
| 30D | -30.5% | -4.1% | -26.4% | -27.1% |
| 3M | -8.2% | -3.4% | -4.8% | -4.8% |
| 6M | +6.6% | -3.5% | +10.1% | +10.3% |
| YTD | +109.7% | -8.0% | +117.7% | +123.4% |
| 1Y | +88.9% | -13.7% | +102.6% | +113.1% |
| 3Y | +301.8% | +71.9% | +229.9% | +145.3% |
| 5Y | +229.4% | +40.9% | +188.5% | +143.5% |
| All | +6,370.3% | +283.0% | +6,087.3% | +2,476.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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