+228.1%
AMAT vs TDY
+47.5%
+180.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.7% |
| 7D | +7.0% | -0.9% | +7.9% | +7.7% |
| 30D | -12.2% | -12.5% | +0.3% | -2.7% |
| 3M | -3.8% | -1.2% | -2.6% | -1.6% |
| 6M | +45.9% | -6.6% | +52.5% | +55.0% |
| YTD | +84.6% | +18.5% | +66.2% | +69.8% |
| 1Y | +193.4% | +10.8% | +182.6% | +180.2% |
| 3Y | +228.1% | +47.5% | +180.6% | +159.1% |
| All | +228.1% | +47.5% | +180.6% | +159.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling