+8,520.0%
AMD vs TMO
+371.8%
+8,148.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.5% | +8.4% | +7.6% |
| 7D | +44.7% | +3.3% | +41.4% | +41.9% |
| 30D | -3.3% | +5.5% | -8.8% | -5.8% |
| 3M | +21.2% | +16.1% | +5.1% | +10.2% |
| 6M | +30.6% | +52.6% | -22.0% | -3.8% |
| YTD | +173.3% | +21.0% | +152.3% | +134.9% |
| 1Y | +126.1% | +19.4% | +106.7% | +95.9% |
| 3Y | +393.5% | +57.5% | +336.1% | +225.5% |
| 5Y | +295.8% | +11.7% | +284.1% | +244.7% |
| All | +8,520.0% | +371.8% | +8,148.3% | +2,763.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling