+6,351.7%
AMD vs TMF
-84.4%
+6,436.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.2% | +11.2% | +11.0% |
| 7D | -11.0% | +1.2% | -12.3% | -11.0% |
| 30D | -30.5% | +19.7% | -50.2% | -29.8% |
| 3M | -8.2% | -2.1% | -6.1% | -8.2% |
| 6M | +6.6% | -13.4% | +20.0% | +5.9% |
| YTD | +109.7% | -16.7% | +126.4% | +108.0% |
| 1Y | +88.9% | -23.3% | +112.3% | +86.5% |
| 3Y | +301.8% | -24.8% | +326.6% | +300.6% |
| 5Y | +229.4% | -88.0% | +317.4% | +166.4% |
| All | +6,351.7% | -84.4% | +6,436.1% | +7,227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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