+373.4%
AMD vs TMO
+62.7%
+310.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.3% |
| 7D | +13.1% | +1.6% | +11.5% | +12.9% |
| 30D | -7.0% | +8.4% | -15.3% | -8.8% |
| 3M | +16.6% | +18.7% | -2.2% | +10.9% |
| 6M | +20.5% | +58.9% | -38.3% | +2.1% |
| YTD | +158.2% | +24.2% | +134.0% | +141.1% |
| 1Y | +132.8% | +22.8% | +110.0% | +118.3% |
| All | +373.4% | +62.7% | +310.8% | +307.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling