-20.2%
AMRZ vs TD
+80.5%
-100.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -2.1% | +1.1% | -3.2% | -2.8% |
| 30D | +13.0% | +5.2% | +7.8% | +9.4% |
| 3M | -12.1% | +1.2% | -13.3% | -12.7% |
| 6M | -19.1% | +17.7% | -36.9% | -28.0% |
| YTD | -23.3% | +34.2% | -57.5% | -37.6% |
| 1Y | -16.6% | +55.4% | -72.0% | -35.4% |
| All | -20.2% | +80.5% | -100.7% | -41.3% |
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