+61.4%
AMAT vs TD
+61.0%
+0.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -5.8% |
| 7D | -11.2% | +1.4% | -12.6% | -12.3% |
| 30D | -31.9% | +10.2% | -42.1% | -38.0% |
| 3M | -32.3% | +8.1% | -40.5% | -37.5% |
| 6M | -5.4% | +22.3% | -27.7% | -22.7% |
| YTD | +44.3% | +39.0% | +5.2% | +3.4% |
| 1Y | +61.4% | +62.6% | -1.3% | +5.0% |
| All | +61.4% | +61.0% | +0.3% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling