+147.1%
AMAT vs TD
+101.4%
+45.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +11.4% | +1.1% | +10.2% | +10.5% |
| 30D | -17.0% | +5.2% | -22.3% | -20.0% |
| 3M | -30.6% | +1.2% | -31.8% | -31.3% |
| 6M | -14.9% | +17.7% | -32.7% | -24.8% |
| YTD | +44.7% | +34.2% | +10.5% | +15.9% |
| 1Y | +66.9% | +55.4% | +11.5% | +19.8% |
| 3Y | +153.3% | +130.4% | +22.9% | +33.3% |
| All | +147.1% | +101.4% | +45.7% | +50.1% |
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 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