+337.5%
AMD vs TT
+140.2%
+197.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.1% |
| 3M | -8.7% | -3.2% | -5.5% | -5.7% |
| 6M | +136.3% | +1.1% | +135.2% | +135.8% |
| YTD | +123.0% | +15.6% | +107.4% | +97.0% |
| 1Y | +195.2% | +9.2% | +186.0% | +173.0% |
| 3Y | +336.3% | +124.4% | +212.0% | +107.5% |
| All | +337.5% | +140.2% | +197.4% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling