+331.5%
AMD vs TLN
+683.0%
-351.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +7.2% | +6.0% | +10.0% |
| 7D | +8.9% | +9.1% | -0.1% | +5.0% |
| 30D | -16.4% | -4.1% | -12.3% | -14.5% |
| 3M | +5.2% | +4.4% | +0.8% | +2.9% |
| 6M | +11.7% | -6.0% | +17.7% | +14.2% |
| YTD | +137.5% | -3.1% | +140.6% | +137.5% |
| 1Y | +117.8% | -6.1% | +123.8% | +119.8% |
| 3Y | +348.1% | +575.3% | -227.2% | +140.5% |
| All | +331.5% | +683.0% | -351.5% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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