+399.9%
AMD vs TSLL
-57.4%
+457.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -11.8% | +16.5% | +7.2% |
| 7D | +2.6% | +1.9% | +0.7% | +1.5% |
| 30D | -0.9% | +17.8% | -18.7% | -5.3% |
| 3M | -8.7% | -37.0% | +28.3% | -1.9% |
| 6M | +136.3% | -37.7% | +174.0% | +152.4% |
| YTD | +123.0% | -51.4% | +174.4% | +149.0% |
| 1Y | +195.2% | -23.4% | +218.5% | +196.6% |
| 3Y | +336.3% | -30.8% | +367.1% | +261.7% |
| All | +399.9% | -57.4% | +457.2% | +384.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling