+7,765.4%
AMD vs TT
+725.1%
+7,040.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.4% | -7.3% | -7.6% |
| 7D | +18.9% | +4.0% | +14.9% | +15.8% |
| 30D | -6.4% | -11.3% | +4.9% | +3.8% |
| 3M | +10.6% | -12.3% | +22.9% | +23.9% |
| 6M | +19.9% | -10.8% | +30.7% | +33.4% |
| YTD | +149.4% | +8.2% | +141.2% | +139.9% |
| 1Y | +115.4% | +1.5% | +113.9% | +117.2% |
| 3Y | +357.3% | +91.5% | +265.8% | +190.2% |
| 5Y | +261.1% | +130.2% | +130.9% | +97.2% |
| All | +7,765.4% | +725.1% | +7,040.3% | +1,784.0% |
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