+353.1%
AMD vs TLN
+710.8%
-357.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.8% | -6.0% | -7.5% |
| 7D | +18.9% | +11.0% | +7.9% | +13.9% |
| 30D | -6.4% | +4.9% | -11.3% | -7.9% |
| 3M | +10.6% | +4.9% | +5.7% | +8.1% |
| 6M | +19.9% | +7.1% | +12.8% | +16.6% |
| YTD | +149.4% | +0.3% | +149.1% | +146.0% |
| 1Y | +115.4% | +5.9% | +109.5% | +108.2% |
| 3Y | +357.3% | +578.5% | -221.2% | +143.2% |
| All | +353.1% | +710.8% | -357.7% | +146.9% |
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