+8.1%
AMT vs TDG
+50.2%
-42.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | +1.5% | -2.4% | +3.9% | +1.6% |
| 30D | +3.7% | -8.0% | +11.7% | +4.3% |
| 3M | -7.2% | -10.5% | +3.3% | -6.6% |
| 6M | -4.2% | -11.9% | +7.8% | -3.6% |
| YTD | +1.9% | -15.4% | +17.2% | +2.7% |
| 1Y | -6.4% | -14.2% | +7.8% | -5.7% |
| All | +8.1% | +50.2% | -42.1% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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