+13,591.3%
AMD vs TMF
-69.3%
+13,660.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.4% | +1.4% |
| 7D | -15.5% | +4.0% | -19.5% | -14.9% |
| 30D | -22.6% | +19.5% | -42.1% | -20.0% |
| 3M | -5.7% | -3.5% | -2.2% | -6.0% |
| 6M | +43.1% | -10.6% | +53.7% | +40.6% |
| YTD | +128.2% | -17.1% | +145.3% | +121.4% |
| 1Y | +95.5% | -24.3% | +119.7% | +86.6% |
| 3Y | +335.4% | -27.2% | +362.7% | +324.5% |
| 5Y | +255.5% | -87.6% | +343.0% | +137.8% |
| 10Y | +7,350.9% | -84.8% | +7,435.7% | +5,996.4% |
| All | +13,591.3% | -69.3% | +13,660.6% | +23,761.6% |
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