-18.5%
AMRZ vs TD
+78.5%
-97.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.4% |
| 7D | +1.2% | -1.7% | +2.9% | +2.5% |
| 30D | +15.1% | +8.2% | +6.8% | +9.3% |
| 3M | -18.1% | +1.7% | -19.8% | -18.9% |
| 6M | -23.5% | +14.2% | -37.7% | -30.4% |
| YTD | -21.6% | +32.8% | -54.4% | -35.8% |
| 1Y | -14.7% | +55.5% | -70.2% | -33.8% |
| All | -18.5% | +78.5% | -97.0% | -39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling