+331.1%
AMD vs TSLL
-30.6%
+361.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -11.8% | +16.5% | +7.1% |
| 7D | +2.6% | +1.9% | +0.7% | +1.6% |
| 30D | -0.9% | +17.8% | -18.7% | -5.1% |
| 3M | -8.7% | -37.0% | +28.3% | -2.2% |
| 6M | +136.3% | -37.7% | +174.0% | +151.6% |
| YTD | +123.0% | -51.4% | +174.4% | +147.3% |
| 1Y | +195.2% | -23.4% | +218.5% | +198.0% |
| All | +331.1% | -30.6% | +361.7% | +288.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling