+261.9%
AMD vs TMF
-25.2%
+287.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.6% | -17.8% | -17.3% |
| 7D | -28.6% | +2.7% | -31.3% | -28.7% |
| 30D | -37.7% | +19.3% | -57.1% | -38.3% |
| 3M | -16.1% | -3.7% | -12.4% | -15.9% |
| 6M | +13.8% | -11.3% | +25.1% | +14.5% |
| YTD | +88.8% | -16.6% | +105.4% | +89.9% |
| 1Y | +57.8% | -21.1% | +78.9% | +58.5% |
| All | +261.9% | -25.2% | +287.1% | +241.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling