+199.0%
AMD vs TSM
+243.5%
-44.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.3% | +4.7% | +4.9% |
| 7D | -11.0% | -7.6% | -3.5% | -3.0% |
| 30D | -30.5% | -20.5% | -10.0% | -11.9% |
| 3M | -8.2% | -10.0% | +1.8% | +3.7% |
| 6M | +6.6% | -10.1% | +16.6% | +22.1% |
| YTD | +109.7% | +24.5% | +85.2% | +80.6% |
| 1Y | +88.9% | +31.2% | +57.7% | +55.6% |
| 3Y | +301.8% | +322.0% | -20.2% | +0.1% |
| All | +199.0% | +243.5% | -44.5% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling