+331.1%
AMD vs TT
+124.4%
+206.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.2% |
| 7D | +2.6% | -0.2% | +2.8% | +2.8% |
| 30D | -0.9% | -7.4% | +6.4% | +5.8% |
| 3M | -8.7% | -3.2% | -5.5% | -5.7% |
| 6M | +136.3% | +1.1% | +135.2% | +136.4% |
| YTD | +123.0% | +15.6% | +107.4% | +99.3% |
| 1Y | +195.2% | +9.2% | +186.0% | +175.5% |
| All | +331.1% | +124.4% | +206.7% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling