+301.8%
AMD vs TLN
+538.9%
-237.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.1% | +4.0% | +7.8% |
| 7D | -11.0% | -1.3% | -9.7% | -10.4% |
| 30D | -30.5% | -10.5% | -20.0% | -26.9% |
| 3M | -8.2% | +0.1% | -8.3% | -8.7% |
| 6M | +6.6% | -17.4% | +24.0% | +14.8% |
| YTD | +109.7% | -9.7% | +119.3% | +116.0% |
| 1Y | +88.9% | -12.3% | +101.2% | +96.3% |
| 3Y | +301.8% | +528.3% | -226.4% | +118.7% |
| All | +301.8% | +538.9% | -237.1% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling