-40.2%
AMAT vs TD
+3.4%
-43.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.0% | -9.6% | -11.3% |
| 7D | -24.3% | -3.2% | -21.0% | -22.2% |
| 30D | -39.8% | +4.9% | -44.7% | -38.2% |
| 3M | -40.2% | +2.3% | -42.5% | -38.5% |
| All | -40.2% | +3.4% | -43.6% | -38.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling