-18.7%
AMRZ vs TD
+81.2%
-100.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | -5.5% | -3.1% | -2.4% | -3.4% |
| 30D | +15.6% | +6.7% | +9.0% | +10.9% |
| 3M | -12.1% | +3.1% | -15.2% | -13.9% |
| 6M | -19.4% | +17.6% | -37.1% | -28.2% |
| YTD | -21.9% | +34.8% | -56.7% | -36.6% |
| 1Y | -15.0% | +55.6% | -70.6% | -34.4% |
| All | -18.7% | +81.2% | -100.0% | -40.4% |
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 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