+11,477.5%
AMD vs TFC
+2,596.5%
+8,881.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +2.6% | +2.4% | +0.2% | +1.5% |
| 30D | -0.9% | -1.3% | +0.4% | -0.4% |
| 3M | -8.7% | +6.1% | -14.8% | -11.5% |
| 6M | +136.3% | +7.3% | +129.0% | +127.9% |
| YTD | +123.0% | +8.2% | +114.8% | +113.3% |
| 1Y | +195.2% | +14.4% | +180.7% | +174.7% |
| 3Y | +336.3% | +93.7% | +242.6% | +221.5% |
| 5Y | +334.5% | +16.4% | +318.1% | +289.6% |
| 10Y | +6,259.1% | +101.6% | +6,157.6% | +3,986.8% |
| All | +11,477.5% | +2,596.5% | +8,881.0% | +4,940.0% |
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