+6,351.7%
AMD vs TFC
+90.2%
+6,261.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.9% | +12.0% | +11.4% |
| 7D | -11.0% | +1.2% | -12.3% | -11.5% |
| 30D | -30.5% | +8.3% | -38.8% | -32.7% |
| 3M | -8.2% | -5.2% | -3.1% | -6.6% |
| 6M | +6.6% | -0.8% | +7.4% | +5.8% |
| YTD | +109.7% | +3.4% | +106.2% | +103.9% |
| 1Y | +88.9% | +17.0% | +71.9% | +74.5% |
| 3Y | +301.8% | +86.2% | +215.7% | +206.9% |
| 5Y | +229.4% | -2.3% | +231.6% | +216.4% |
| All | +6,351.7% | +90.2% | +6,261.5% | +5,201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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