+9,703.6%
AMD vs TFC
+2,502.0%
+7,201.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.0% | -15.2% | -16.4% |
| 7D | -28.6% | +1.1% | -29.7% | -28.9% |
| 30D | -37.7% | +7.8% | -45.5% | -39.7% |
| 3M | -16.1% | -4.8% | -11.3% | -14.7% |
| 6M | +13.8% | +1.8% | +12.0% | +11.9% |
| YTD | +88.8% | +4.4% | +84.4% | +82.8% |
| 1Y | +57.8% | +18.0% | +39.8% | +44.9% |
| 3Y | +260.3% | +85.2% | +175.1% | +171.1% |
| 5Y | +196.6% | -1.4% | +198.0% | +184.3% |
| 10Y | +6,064.6% | +95.7% | +5,968.9% | +3,898.9% |
| All | +9,703.6% | +2,502.0% | +7,201.7% | +4,219.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling