-15.1%
AMRZ vs TD
+64.8%
-79.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | +0.5% |
| 7D | -1.9% | +0.3% | -2.2% | -2.1% |
| 30D | -16.9% | +0.4% | -17.3% | -17.3% |
| 3M | -19.2% | +7.6% | -26.8% | -24.1% |
| 6M | -29.3% | +25.0% | -54.3% | -41.8% |
| YTD | -18.0% | +31.0% | -49.0% | -34.5% |
| 1Y | -15.1% | +65.2% | -80.3% | -38.7% |
| All | -15.1% | +64.8% | -79.9% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling