+196.6%
AMD vs TTD
-82.4%
+279.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.2% | -14.1% | -16.3% |
| 7D | -28.6% | -1.9% | -26.7% | -28.0% |
| 30D | -37.7% | +7.5% | -45.2% | -39.1% |
| 3M | -16.1% | -32.4% | +16.3% | -7.2% |
| 6M | +13.8% | -47.9% | +61.8% | +34.4% |
| YTD | +88.8% | -66.3% | +155.1% | +153.9% |
| 1Y | +57.8% | -73.1% | +130.9% | +129.6% |
| 3Y | +260.3% | -83.8% | +344.1% | +434.9% |
| 5Y | +196.6% | -81.3% | +277.9% | +275.3% |
| All | +196.6% | -82.4% | +279.1% | +275.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling