+85.2%
AME vs TD
+123.1%
-37.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | +1.3% | -1.9% | +3.2% | +2.2% |
| 30D | -6.6% | -1.6% | -5.0% | -5.9% |
| 3M | +3.0% | +4.6% | -1.6% | +0.6% |
| 6M | +5.3% | +26.8% | -21.5% | -5.9% |
| YTD | +15.4% | +28.3% | -12.9% | +2.6% |
| 1Y | +26.8% | +60.4% | -33.6% | +1.8% |
| 3Y | +56.5% | +125.7% | -69.2% | +5.7% |
| 5Y | +85.2% | +122.4% | -37.1% | +22.4% |
| All | +85.2% | +123.1% | -37.8% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling