+61.4%
AMAT vs TDG
-5.9%
+67.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | -11.2% | +7.1% | -18.3% | -13.0% |
| 30D | -31.9% | +11.4% | -43.2% | -34.1% |
| 3M | -32.3% | -4.6% | -27.8% | -31.5% |
| 6M | -5.4% | +5.8% | -11.2% | -8.6% |
| YTD | +44.3% | -8.5% | +52.7% | +47.7% |
| 1Y | +61.4% | -5.8% | +67.2% | +68.5% |
| All | +61.4% | -5.9% | +67.2% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling