+147.1%
AMAT vs TDY
+46.0%
+101.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.0% | +7.4% | +7.8% |
| 7D | -1.1% | -2.5% | +1.4% | +1.7% |
| 30D | -26.9% | +4.8% | -31.8% | -29.2% |
| 3M | -31.2% | -6.9% | -24.3% | -26.3% |
| 6M | -14.7% | +3.5% | -18.2% | -15.4% |
| YTD | +44.7% | +26.0% | +18.7% | +22.6% |
| 1Y | +62.0% | +25.4% | +36.6% | +37.6% |
| 3Y | +165.0% | +70.9% | +94.1% | +68.2% |
| 5Y | +147.1% | +46.6% | +100.6% | +77.6% |
| All | +147.1% | +46.0% | +101.1% | +77.6% |
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