+95.5%
AMD vs TMO
+26.9%
+68.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -15.5% | +0.3% | -15.8% | -15.5% |
| 30D | -22.6% | +4.3% | -27.0% | -22.8% |
| 3M | -5.7% | +25.1% | -30.9% | -7.3% |
| 6M | +43.1% | +52.9% | -9.8% | +32.6% |
| YTD | +128.2% | +22.2% | +106.0% | +130.5% |
| 1Y | +95.5% | +25.4% | +70.1% | +96.8% |
| All | +95.5% | +26.9% | +68.6% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling