+1,707.5%
AMAT vs TDG
+529.3%
+1,178.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.1% |
| 7D | +6.9% | -2.4% | +9.4% | +8.3% |
| 30D | -10.1% | -8.0% | -2.1% | -6.2% |
| 3M | -6.0% | -10.5% | +4.5% | -0.8% |
| 6M | +38.6% | -11.9% | +50.6% | +46.4% |
| YTD | +83.1% | -15.4% | +98.4% | +97.1% |
| 1Y | +188.3% | -14.2% | +202.6% | +206.5% |
| 3Y | +225.3% | +51.0% | +174.3% | +150.1% |
| 5Y | +262.0% | +126.5% | +135.5% | +124.4% |
| 10Y | +1,707.5% | +535.6% | +1,171.9% | +597.4% |
| All | +1,707.5% | +529.3% | +1,178.2% | +597.4% |
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