+61.4%
AMAT vs TDY
+22.9%
+38.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.8% | +1.5% | +1.8% |
| 7D | -11.2% | -5.0% | -6.2% | -6.1% |
| 30D | -31.9% | +2.0% | -33.9% | -33.2% |
| 3M | -32.3% | -7.7% | -24.6% | -26.2% |
| 6M | -5.4% | -0.9% | -4.5% | -3.6% |
| YTD | +44.3% | +23.7% | +20.5% | +30.7% |
| 1Y | +61.4% | +23.6% | +37.7% | +46.5% |
| All | +61.4% | +22.9% | +38.5% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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