+1,912.0%
AMD vs TW
+298.0%
+1,614.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.1% | +5.6% |
| 7D | +44.7% | +3.2% | +41.5% | +43.1% |
| 30D | -3.3% | +19.7% | -23.0% | -10.0% |
| 3M | +21.2% | +26.8% | -5.6% | +9.8% |
| 6M | +30.6% | +20.9% | +9.7% | +17.9% |
| YTD | +173.3% | +22.9% | +150.4% | +140.9% |
| 1Y | +126.1% | +20.4% | +105.7% | +101.1% |
| 3Y | +393.5% | +42.9% | +350.7% | +287.7% |
| 5Y | +295.8% | +40.2% | +255.5% | +201.7% |
| All | +1,912.0% | +298.0% | +1,614.0% | +1,008.2% |
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