+57.8%
AMD vs TSLL
-59.2%
+117.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -21.9% | +4.6% | -9.1% |
| 7D | -28.6% | -28.9% | +0.3% | -19.1% |
| 30D | -37.7% | -21.4% | -16.3% | -32.0% |
| 3M | -16.1% | +5.0% | -21.1% | -19.0% |
| 6M | +13.8% | -36.6% | +50.4% | +29.0% |
| YTD | +88.8% | -56.6% | +145.5% | +132.5% |
| 1Y | +57.8% | -60.9% | +118.6% | +98.3% |
| All | +57.8% | -59.2% | +117.0% | +98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling