+57.5%
AME vs TD
+128.4%
-70.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +2.8% | +0.9% | +1.9% | +2.4% |
| 30D | -6.3% | -0.7% | -5.6% | -6.0% |
| 3M | +5.4% | +6.3% | -0.9% | +2.7% |
| 6M | +7.4% | +27.9% | -20.5% | -2.6% |
| YTD | +16.2% | +29.8% | -13.6% | +4.8% |
| 1Y | +26.8% | +63.7% | -36.8% | +5.7% |
| 3Y | +57.5% | +128.3% | -70.8% | +16.5% |
| All | +57.5% | +128.4% | -70.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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