+782.8%
AMT vs TDG
+13,892.6%
-13,109.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | +1.5% | +1.7% | -0.2% | +0.9% |
| 30D | +6.8% | +9.7% | -2.9% | +3.6% |
| 3M | +11.2% | -2.3% | +13.5% | +11.7% |
| 6M | +12.5% | +1.3% | +11.2% | +11.2% |
| YTD | +12.5% | -8.5% | +21.0% | +14.1% |
| 1Y | +10.1% | -8.1% | +18.2% | +11.5% |
| 3Y | +16.0% | +43.4% | -27.4% | -1.3% |
| 5Y | -17.2% | +127.8% | -144.9% | -40.8% |
| 10Y | +135.2% | +554.4% | -419.1% | +2.3% |
| All | +782.8% | +13,892.6% | -13,109.8% | +5.6% |
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