+7,492.5%
AMD vs TTD
+401.9%
+7,090.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.4% | +9.1% | +6.0% |
| 7D | +2.6% | +6.3% | -3.8% | +0.5% |
| 30D | -0.9% | -23.9% | +23.0% | +5.9% |
| 3M | -8.7% | -31.4% | +22.7% | -0.2% |
| 6M | +136.3% | -42.7% | +179.0% | +165.7% |
| YTD | +123.0% | -62.0% | +185.0% | +184.8% |
| 1Y | +195.2% | -72.2% | +267.4% | +314.3% |
| 3Y | +336.3% | -81.9% | +418.3% | +524.8% |
| 5Y | +334.5% | -81.5% | +416.0% | +462.9% |
| All | +7,492.5% | +401.9% | +7,090.6% | +4,417.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling