+243.1%
AMD vs TLN
+581.9%
-338.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.2% | -14.0% | -15.8% |
| 7D | -28.6% | -9.4% | -19.3% | -25.4% |
| 30D | -37.7% | -15.2% | -22.5% | -33.0% |
| 3M | -16.1% | -4.1% | -12.0% | -15.0% |
| 6M | +13.8% | -17.8% | +31.7% | +23.5% |
| YTD | +88.8% | -15.6% | +104.5% | +100.2% |
| 1Y | +57.8% | -21.6% | +79.4% | +71.4% |
| 3Y | +260.3% | +497.6% | -237.3% | +104.6% |
| All | +243.1% | +581.9% | -338.8% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling