+20.5%
AMD vs TMO
+54.7%
-34.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.3% |
| 7D | +13.1% | +1.6% | +11.5% | +12.5% |
| 30D | -7.0% | +8.4% | -15.3% | -6.3% |
| 3M | +16.6% | +18.7% | -2.2% | +20.9% |
| 6M | +20.5% | +58.9% | -38.3% | +27.3% |
| All | +20.5% | +54.7% | -34.2% | +27.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling