+323.3%
AMD vs TSLL
-62.0%
+385.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -21.9% | +4.6% | -12.4% |
| 7D | -28.6% | -28.9% | +0.3% | -23.0% |
| 30D | -37.7% | -21.4% | -16.3% | -34.3% |
| 3M | -16.1% | +5.0% | -21.1% | -17.6% |
| 6M | +13.8% | -36.6% | +50.4% | +22.8% |
| YTD | +88.8% | -56.6% | +145.5% | +116.7% |
| 1Y | +57.8% | -60.9% | +118.6% | +83.3% |
| 3Y | +260.3% | -25.2% | +285.5% | +196.0% |
| All | +323.3% | -62.0% | +385.3% | +321.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling