+11.7%
AMZN vs TDG
-11.6%
+23.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | -0.7% | -1.9% | +1.2% | -0.3% |
| 30D | -3.9% | -7.7% | +3.8% | -2.5% |
| 3M | +6.3% | -9.3% | +15.6% | +8.3% |
| 6M | +20.8% | -9.4% | +30.1% | +22.0% |
| YTD | +11.2% | -14.3% | +25.5% | +13.3% |
| 1Y | +11.7% | -11.8% | +23.5% | +13.6% |
| All | +11.7% | -11.6% | +23.2% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling