+165.0%
AMAT vs TDG
+50.9%
+114.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.8% | +9.5% | +10.5% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | -26.9% | +10.0% | -36.9% | -30.3% |
| 3M | -31.2% | -0.5% | -30.7% | -31.1% |
| 6M | -14.7% | +0.3% | -15.0% | -15.7% |
| YTD | +44.7% | -8.3% | +53.0% | +49.2% |
| 1Y | +62.0% | -5.1% | +67.1% | +63.4% |
| 3Y | +165.0% | +46.5% | +118.4% | +79.0% |
| All | +165.0% | +50.9% | +114.1% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling