+301.8%
AMD vs TNA
+105.1%
+196.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.8% | +8.3% | +9.7% |
| 7D | -11.0% | -7.0% | -4.1% | -7.3% |
| 30D | -30.5% | -6.4% | -24.0% | -27.7% |
| 3M | -8.2% | -25.7% | +17.4% | +5.5% |
| 6M | +6.6% | -19.7% | +26.3% | +19.5% |
| YTD | +109.7% | +18.3% | +91.4% | +100.9% |
| 1Y | +88.9% | +24.6% | +64.3% | +76.5% |
| 3Y | +301.8% | +112.8% | +189.0% | +209.6% |
| All | +301.8% | +105.1% | +196.7% | +209.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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