+136.3%
AMD vs TTMI
+17.4%
+119.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.8% | -4.2% | -0.3% |
| 7D | +2.6% | +5.9% | -3.3% | -0.7% |
| 30D | -0.9% | -4.3% | +3.4% | +0.6% |
| 3M | -8.7% | -32.0% | +23.3% | +9.9% |
| 6M | +136.3% | +19.5% | +116.9% | +125.9% |
| All | +136.3% | +17.4% | +119.0% | +125.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling