+1,591.4%
AMAT vs TD
+294.7%
+1,296.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +5.4% |
| 7D | -1.5% | +0.3% | -1.8% | -1.9% |
| 30D | -14.8% | +0.4% | -15.2% | -15.2% |
| 3M | -9.3% | +7.6% | -16.9% | -14.3% |
| 6M | +27.4% | +25.0% | +2.4% | +6.8% |
| YTD | +77.6% | +31.0% | +46.6% | +43.2% |
| 1Y | +188.9% | +65.2% | +123.8% | +93.2% |
| 3Y | +202.3% | +122.5% | +79.8% | +56.0% |
| 5Y | +248.9% | +124.8% | +124.1% | +77.8% |
| All | +1,591.4% | +294.7% | +1,296.7% | +500.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling