+268.9%
AMAT vs TDG
+132.8%
+136.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.4% | +4.9% |
| 7D | +7.0% | -0.9% | +7.9% | +7.6% |
| 30D | -12.2% | -6.5% | -5.7% | -8.6% |
| 3M | -3.8% | -5.1% | +1.2% | -1.5% |
| 6M | +45.9% | -11.5% | +57.5% | +55.0% |
| YTD | +84.6% | -13.9% | +98.5% | +99.1% |
| 1Y | +193.4% | -11.5% | +204.8% | +207.7% |
| 3Y | +228.1% | +53.7% | +174.4% | +116.9% |
| 5Y | +268.9% | +135.5% | +133.4% | +72.1% |
| All | +268.9% | +132.8% | +136.2% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling