+6,406.4%
AMD vs TSM
+1,728.2%
+4,678.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.8% | +2.1% |
| 7D | +2.6% | +2.7% | -0.2% | +0.2% |
| 30D | -0.9% | +3.6% | -4.5% | -4.0% |
| 3M | -8.7% | -3.4% | -5.3% | -4.2% |
| 6M | +136.3% | +20.6% | +115.7% | +103.7% |
| YTD | +123.0% | +41.9% | +81.1% | +67.1% |
| 1Y | +195.2% | +84.4% | +110.8% | +76.1% |
| 3Y | +336.3% | +380.2% | -43.9% | +3.0% |
| 5Y | +334.5% | +275.3% | +59.1% | +29.8% |
| All | +6,406.4% | +1,728.2% | +4,678.2% | +316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 TSM 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