+8,164.6%
AMD vs TTD
+538.9%
+7,625.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.6% | +3.7% | +6.2% |
| 7D | +13.1% | +20.8% | -7.7% | +7.2% |
| 30D | -7.0% | +33.8% | -40.8% | -14.8% |
| 3M | +16.6% | +17.8% | -1.3% | +9.9% |
| 6M | +20.5% | -25.7% | +46.3% | +27.2% |
| YTD | +158.2% | -57.9% | +216.1% | +219.8% |
| 1Y | +132.8% | -63.8% | +196.6% | +202.4% |
| 3Y | +366.2% | -75.0% | +441.3% | +508.2% |
| 5Y | +278.7% | -82.5% | +361.2% | +404.2% |
| 10Y | +8,164.6% | +527.9% | +7,636.7% | +4,228.2% |
| All | +8,164.6% | +538.9% | +7,625.6% | +4,228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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