-12.5%
TDG vs AMC
-16.3%
+3.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.3% |
| 7D | -2.7% | -7.1% | +4.4% | -2.3% |
| 30D | -9.3% | -1.7% | -7.6% | -9.3% |
| 3M | -7.1% | +13.5% | -20.5% | -8.6% |
| 6M | -11.2% | +112.6% | -123.8% | -16.7% |
| YTD | -15.3% | +51.3% | -66.5% | -20.2% |
| 1Y | -12.5% | -14.5% | +2.0% | -16.7% |
| All | -12.5% | -16.3% | +3.8% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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