+1,735.9%
AMD vs TW
+301.3%
+1,434.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.6% | -9.1% |
| 7D | +18.9% | +3.9% | +15.0% | +17.3% |
| 30D | -6.4% | +19.9% | -26.4% | -13.0% |
| 3M | +10.6% | +25.9% | -15.4% | +0.5% |
| 6M | +19.9% | +21.1% | -1.3% | +8.2% |
| YTD | +149.4% | +23.9% | +125.5% | +119.0% |
| 1Y | +115.4% | +21.2% | +94.1% | +91.1% |
| 3Y | +357.3% | +44.8% | +312.5% | +257.0% |
| 5Y | +261.1% | +41.4% | +219.7% | +174.3% |
| All | +1,735.9% | +301.3% | +1,434.5% | +907.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling