+231.6%
AMD vs TMO
+27.4%
+204.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.5% |
| 7D | +8.1% | -0.6% | +8.7% | +8.1% |
| 30D | +6.9% | +1.1% | +5.7% | +6.9% |
| 3M | +5.7% | +28.3% | -22.7% | +2.1% |
| 6M | +152.0% | +23.3% | +128.7% | +142.3% |
| YTD | +141.0% | +5.5% | +135.6% | +140.8% |
| 1Y | +231.6% | +24.5% | +207.0% | +243.3% |
| All | +231.6% | +27.4% | +204.2% | +243.3% |
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