+6,351.7%
AMD vs TLT
-17.0%
+6,368.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.1% | +11.0% |
| 7D | -11.0% | +0.1% | -11.1% | -11.0% |
| 30D | -30.5% | +6.2% | -36.7% | -29.8% |
| 3M | -8.2% | -0.3% | -7.9% | -8.2% |
| 6M | +6.6% | -3.4% | +9.9% | +6.0% |
| YTD | +109.7% | -3.1% | +112.8% | +108.7% |
| 1Y | +88.9% | -5.2% | +94.1% | +87.2% |
| 3Y | +301.8% | +6.5% | +295.3% | +309.0% |
| 5Y | +229.4% | -34.7% | +264.1% | +175.2% |
| All | +6,351.7% | -17.0% | +6,368.7% | +7,729.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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