+1,315.3%
AMAT vs TD
+311.5%
+1,003.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.5% | +9.9% | +10.1% |
| 7D | -1.1% | -0.6% | -0.4% | -0.2% |
| 30D | -26.9% | +7.9% | -34.9% | -31.2% |
| 3M | -31.2% | +3.1% | -34.3% | -33.0% |
| 6M | -14.7% | +17.2% | -31.9% | -24.9% |
| YTD | +44.7% | +34.7% | +10.0% | +14.0% |
| 1Y | +62.0% | +56.9% | +5.1% | +12.9% |
| 3Y | +165.0% | +134.7% | +30.2% | +31.2% |
| 5Y | +147.1% | +104.8% | +42.3% | +36.5% |
| 10Y | +1,315.3% | +305.8% | +1,009.4% | +432.9% |
| All | +1,315.3% | +311.5% | +1,003.8% | +432.9% |
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