+701.4%
AMT vs TDG
+13,257.8%
-12,556.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | -0.2% | -2.0% | +1.8% | +0.4% |
| 30D | +4.6% | -7.4% | +12.0% | +7.1% |
| 3M | -8.4% | -5.4% | -3.1% | -7.3% |
| 6M | -6.0% | -11.6% | +5.6% | -3.1% |
| YTD | +2.1% | -12.6% | +14.7% | +5.3% |
| 1Y | -6.4% | -9.3% | +3.0% | -4.8% |
| 3Y | +8.1% | +49.2% | -41.1% | -9.4% |
| 5Y | -31.9% | +132.1% | -164.1% | -51.7% |
| 10Y | +97.1% | +544.8% | -447.7% | -13.9% |
| All | +701.4% | +13,257.8% | -12,556.4% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling