+411.6%
AMD vs TSLL
-51.4%
+463.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.3% | +7.3% | +2.4% |
| 7D | -15.5% | -9.4% | -6.1% | -13.8% |
| 30D | -22.6% | +1.6% | -24.2% | -23.0% |
| 3M | -5.7% | +29.4% | -35.1% | -11.8% |
| 6M | +43.1% | -20.1% | +63.3% | +46.3% |
| YTD | +128.2% | -44.5% | +172.7% | +147.5% |
| 1Y | +95.5% | -46.0% | +141.5% | +111.5% |
| 3Y | +335.4% | -4.3% | +339.7% | +238.0% |
| All | +411.6% | -51.4% | +463.0% | +381.2% |
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