+126.7%
AMAT vs TD
+101.6%
+25.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.7% |
| 7D | -14.7% | -1.7% | -13.0% | -13.3% |
| 30D | -36.1% | +8.2% | -44.3% | -39.9% |
| 3M | -36.9% | +1.7% | -38.6% | -37.7% |
| 6M | -22.2% | +14.2% | -36.4% | -29.7% |
| YTD | +29.9% | +32.8% | -2.8% | +4.9% |
| 1Y | +43.3% | +55.5% | -12.2% | +2.8% |
| 3Y | +142.7% | +129.6% | +13.0% | +27.9% |
| All | +126.7% | +101.6% | +25.1% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling