+1,707.5%
AMAT vs TDY
+455.3%
+1,252.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | +0.4% |
| 7D | +6.9% | -1.8% | +8.8% | +8.4% |
| 30D | -10.1% | -13.8% | +3.7% | +0.3% |
| 3M | -6.0% | -3.9% | -2.1% | -2.1% |
| 6M | +38.6% | -9.0% | +47.6% | +50.5% |
| YTD | +83.1% | +16.5% | +66.5% | +66.0% |
| 1Y | +188.3% | +9.3% | +179.1% | +172.8% |
| 3Y | +225.3% | +45.1% | +180.2% | +147.1% |
| 5Y | +262.0% | +35.0% | +227.0% | +190.4% |
| 10Y | +1,707.5% | +469.0% | +1,238.5% | +577.5% |
| All | +1,707.5% | +455.3% | +1,252.2% | +577.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling