+160.4%
AMAT vs TD
+132.9%
+27.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.3% |
| 7D | +19.3% | +0.6% | +18.7% | +18.9% |
| 30D | -17.9% | +5.0% | -22.9% | -20.4% |
| 3M | -30.4% | +1.1% | -31.5% | -30.8% |
| 6M | -11.4% | +16.5% | -27.9% | -20.3% |
| YTD | +48.8% | +34.3% | +14.5% | +21.4% |
| 1Y | +66.0% | +52.9% | +13.2% | +24.9% |
| All | +160.4% | +132.9% | +27.5% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling