+370.0%
AMD vs TSLL
-58.7%
+428.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +8.6% | +2.4% | +9.1% |
| 7D | -11.0% | -21.2% | +10.2% | -6.1% |
| 30D | -30.5% | -13.3% | -17.2% | -28.1% |
| 3M | -8.2% | +15.4% | -23.6% | -11.6% |
| 6M | +6.6% | -34.2% | +40.8% | +13.8% |
| YTD | +109.7% | -52.9% | +162.6% | +136.5% |
| 1Y | +88.9% | -54.3% | +143.3% | +112.7% |
| 3Y | +301.8% | -18.4% | +320.2% | +224.0% |
| All | +370.0% | -58.7% | +428.7% | +359.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling