+241.2%
AMAT vs TDY
+39.0%
+202.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.5% |
| 7D | +0.4% | -1.1% | +1.5% | +1.3% |
| 30D | -16.6% | -12.0% | -4.6% | -7.1% |
| 3M | -17.3% | -3.2% | -14.1% | -14.1% |
| 6M | +30.3% | -7.9% | +38.2% | +41.2% |
| YTD | +78.3% | +18.2% | +60.0% | +58.3% |
| 1Y | +169.8% | +6.7% | +163.1% | +158.8% |
| 3Y | +218.5% | +47.5% | +171.0% | +129.0% |
| All | +241.2% | +39.0% | +202.2% | +150.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling