+376.7%
AMD vs TW
+21.9%
+354.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.0% | +8.9% | +5.9% |
| 7D | +10.0% | -3.5% | +13.5% | +10.1% |
| 30D | +4.6% | +0.5% | +4.1% | +4.6% |
| 3M | +3.1% | +4.9% | -1.8% | +1.7% |
| 6M | +162.8% | -17.1% | +179.9% | +171.4% |
| YTD | +136.2% | -3.9% | +140.0% | +134.1% |
| 1Y | +234.0% | -13.3% | +247.3% | +243.9% |
| 3Y | +376.7% | +20.9% | +355.8% | +355.1% |
| All | +376.7% | +21.9% | +354.8% | +355.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling