+5,710.3%
AMD vs TT
+744.7%
+4,965.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.4% | -12.9% | -13.9% |
| 7D | -28.6% | -9.0% | -19.6% | -22.7% |
| 30D | -37.7% | -17.6% | -20.1% | -27.3% |
| 3M | -16.1% | -18.7% | +2.5% | -1.1% |
| 6M | +13.8% | -17.4% | +31.3% | +33.7% |
| YTD | +88.8% | +1.5% | +87.3% | +89.8% |
| 1Y | +57.8% | -9.4% | +67.2% | +72.4% |
| 3Y | +260.3% | +85.1% | +175.2% | +135.0% |
| 5Y | +196.6% | +125.7% | +70.9% | +65.6% |
| All | +5,710.3% | +744.7% | +4,965.7% | +1,664.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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