+13,277.3%
AMD vs TMF
-68.9%
+13,346.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.8% |
| 7D | +2.6% | -1.4% | +4.0% | +2.3% |
| 30D | -0.9% | -2.8% | +1.9% | -1.3% |
| 3M | -8.7% | -10.9% | +2.2% | -10.5% |
| 6M | +136.3% | -21.3% | +157.7% | +126.2% |
| YTD | +123.0% | -15.9% | +138.9% | +116.2% |
| 1Y | +195.2% | -15.7% | +210.9% | +187.4% |
| 3Y | +336.3% | -43.4% | +379.7% | +303.7% |
| 5Y | +334.5% | -87.8% | +422.2% | +188.8% |
| 10Y | +6,259.1% | -86.7% | +6,345.9% | +4,853.1% |
| All | +13,277.3% | -68.9% | +13,346.2% | +23,207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling