+8,520.0%
AMD vs TFC
+77.1%
+8,443.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.1% |
| 7D | +44.7% | +0.1% | +44.6% | +44.7% |
| 30D | -3.3% | +8.6% | -12.0% | -6.5% |
| 3M | +21.2% | -4.3% | +25.5% | +23.0% |
| 6M | +30.6% | +5.4% | +25.1% | +26.6% |
| YTD | +173.3% | +4.5% | +168.8% | +164.8% |
| 1Y | +126.1% | +14.0% | +112.1% | +111.2% |
| 3Y | +393.5% | +93.4% | +300.2% | +271.0% |
| 5Y | +295.8% | +0.5% | +295.3% | +276.8% |
| All | +8,520.0% | +77.1% | +8,443.0% | +6,256.6% |
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