+1,321.9%
AMAT vs TDG
+551.7%
+770.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.4% |
| 7D | +11.4% | +1.7% | +9.7% | +10.5% |
| 30D | -17.0% | +9.7% | -26.7% | -21.1% |
| 3M | -30.6% | -2.3% | -28.3% | -29.9% |
| 6M | -14.9% | +1.3% | -16.3% | -16.4% |
| YTD | +44.7% | -8.5% | +53.1% | +49.4% |
| 1Y | +66.9% | -8.1% | +75.0% | +71.9% |
| 3Y | +153.3% | +43.4% | +109.9% | +101.0% |
| 5Y | +146.2% | +127.8% | +18.5% | +51.6% |
| All | +1,321.9% | +551.7% | +770.2% | +425.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling