+376.3%
AMD vs TNA
-21.0%
+397.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.2% | +6.5% |
| 7D | +10.0% | +4.1% | +6.0% | +7.9% |
| 30D | +4.6% | -7.6% | +12.3% | +8.5% |
| 3M | +3.1% | +8.1% | -4.9% | +0.1% |
| 6M | +162.8% | +49.0% | +113.8% | +120.5% |
| YTD | +136.2% | +51.7% | +84.4% | +96.2% |
| 1Y | +234.0% | +59.6% | +174.4% | +168.0% |
| 3Y | +376.7% | +118.9% | +257.8% | +183.1% |
| 5Y | +376.3% | -19.2% | +395.5% | +314.3% |
| All | +376.3% | -21.0% | +397.3% | +314.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling