+264.6%
AMD vs TFC
+1.3%
+263.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.2% | -10.0% | -9.3% |
| 7D | +18.9% | +2.3% | +16.7% | +17.7% |
| 30D | -6.4% | +10.8% | -17.3% | -11.2% |
| 3M | +10.6% | -3.8% | +14.3% | +12.3% |
| 6M | +19.9% | +9.6% | +10.3% | +12.9% |
| YTD | +149.4% | +5.8% | +143.6% | +137.4% |
| 1Y | +115.4% | +16.2% | +99.2% | +94.6% |
| 3Y | +357.3% | +96.0% | +261.3% | +206.8% |
| All | +264.6% | +1.3% | +263.3% | +309.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling