+1,541.7%
AMD vs TW
+221.1%
+1,320.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.4% |
| 7D | +2.6% | -2.3% | +4.9% | +3.5% |
| 30D | -0.9% | +3.9% | -4.9% | -2.5% |
| 3M | -8.7% | +5.7% | -14.4% | -12.8% |
| 6M | +136.3% | -14.5% | +150.9% | +147.0% |
| YTD | +123.0% | -0.9% | +123.9% | +114.8% |
| 1Y | +195.2% | -13.5% | +208.7% | +202.9% |
| 3Y | +336.3% | +25.0% | +311.4% | +257.4% |
| 5Y | +334.5% | +22.7% | +311.8% | +250.3% |
| All | +1,541.7% | +221.1% | +1,320.6% | +888.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling