+337.5%
AMD vs TTMI
+804.2%
-466.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.8% | -4.2% | +0.1% |
| 7D | +2.6% | +5.9% | -3.3% | -0.5% |
| 30D | -0.9% | -4.3% | +3.4% | +0.5% |
| 3M | -8.7% | -32.0% | +23.3% | +9.4% |
| 6M | +136.3% | +19.5% | +116.9% | +110.1% |
| YTD | +123.0% | +82.0% | +41.0% | +57.8% |
| 1Y | +195.2% | +172.6% | +22.6% | +64.7% |
| 3Y | +336.3% | +744.7% | -408.3% | +21.1% |
| All | +337.5% | +804.2% | -466.7% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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