+246.4%
AMD vs TEM
+98.6%
+147.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.4% | +8.7% | +7.6% |
| 7D | +13.1% | +5.1% | +8.1% | +12.4% |
| 30D | -7.0% | +16.8% | -23.8% | -9.4% |
| 3M | +16.6% | +42.6% | -26.1% | +7.4% |
| 6M | +20.5% | +63.9% | -43.4% | +7.2% |
| YTD | +158.2% | +34.5% | +123.7% | +135.6% |
| 1Y | +132.8% | +11.0% | +121.8% | +120.0% |
| All | +246.4% | +98.6% | +147.8% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 5y: compounded portfolio wealth divided by compounded TEM 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…
5y analysis · Full analysis span regression · 6 months rolling