+1,321.9%
AMAT vs TDY
+434.3%
+887.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.3% |
| 7D | +11.4% | +4.1% | +7.3% | +8.3% |
| 30D | -17.0% | +5.7% | -22.8% | -19.8% |
| 3M | -30.6% | -4.4% | -26.2% | -27.6% |
| 6M | -14.9% | +1.2% | -16.2% | -14.0% |
| YTD | +44.7% | +26.0% | +18.6% | +24.5% |
| 1Y | +66.9% | +27.4% | +39.5% | +42.4% |
| 3Y | +153.3% | +67.5% | +85.8% | +73.6% |
| 5Y | +146.2% | +44.9% | +101.4% | +88.3% |
| All | +1,321.9% | +434.3% | +887.6% | +405.8% |
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