-20.3%
AMRZ vs TD
+80.5%
-100.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -4.0% | +0.6% | -4.6% | -4.4% |
| 30D | +12.4% | +5.0% | +7.4% | +9.0% |
| 3M | -11.5% | +1.1% | -12.6% | -12.1% |
| 6M | -21.6% | +16.5% | -38.1% | -29.6% |
| YTD | -23.4% | +34.3% | -57.6% | -37.7% |
| 1Y | -17.2% | +52.9% | -70.0% | -35.6% |
| All | -20.3% | +80.5% | -100.8% | -41.4% |
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