+66.9%
AMAT vs TDG
-8.0%
+74.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.2% |
| 7D | +11.4% | +1.7% | +9.7% | +10.8% |
| 30D | -17.0% | +9.7% | -26.7% | -19.5% |
| 3M | -30.6% | -2.3% | -28.3% | -30.0% |
| 6M | -14.9% | +1.3% | -16.3% | -15.9% |
| YTD | +44.7% | -8.5% | +53.1% | +46.5% |
| 1Y | +66.9% | -8.1% | +75.0% | +68.2% |
| All | +66.9% | -8.0% | +74.8% | +68.2% |
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