+337.5%
AMD vs TMF
-87.5%
+425.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.7% |
| 7D | +2.6% | -1.4% | +4.0% | +2.6% |
| 30D | -0.9% | -2.8% | +1.9% | -0.8% |
| 3M | -8.7% | -10.9% | +2.2% | -8.3% |
| 6M | +136.3% | -21.3% | +157.7% | +138.2% |
| YTD | +123.0% | -15.9% | +138.9% | +124.3% |
| 1Y | +195.2% | -15.7% | +210.9% | +196.6% |
| 3Y | +336.3% | -43.4% | +379.7% | +338.8% |
| All | +337.5% | -87.5% | +425.0% | +288.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling