+6.6%
AMD vs TTMI
-59.7%
+66.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.9% | +4.1% | +7.0% |
| 7D | -11.0% | -19.8% | +8.8% | +0.9% |
| 30D | -30.5% | -48.1% | +17.6% | -1.6% |
| 3M | -8.2% | -51.2% | +43.0% | +33.5% |
| 6M | +6.6% | -59.6% | +66.2% | +72.6% |
| All | +6.6% | -59.7% | +66.3% | +72.6% |
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