+15,106.4%
AMAT vs TD
+7,985.3%
+7,121.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.6% |
| 7D | -14.7% | -1.7% | -13.0% | -13.6% |
| 30D | -36.1% | +8.2% | -44.3% | -39.3% |
| 3M | -36.9% | +1.7% | -38.6% | -37.6% |
| 6M | -22.2% | +14.2% | -36.4% | -28.4% |
| YTD | +29.9% | +32.8% | -2.8% | +8.8% |
| 1Y | +43.3% | +55.5% | -12.2% | +8.4% |
| 3Y | +142.7% | +129.6% | +13.0% | +41.9% |
| 5Y | +126.2% | +102.2% | +24.0% | +43.5% |
| 10Y | +1,211.7% | +306.3% | +905.5% | +444.9% |
| All | +15,106.4% | +7,985.3% | +7,121.1% | +1,287.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling