+2,022.6%
TDG vs AMCR
+96.6%
+1,925.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.7% | -5.0% | +2.3% | -0.7% |
| 30D | -9.3% | -8.0% | -1.3% | -6.4% |
| 3M | -7.1% | +14.3% | -21.3% | -12.0% |
| 6M | -11.2% | +5.3% | -16.5% | -13.4% |
| YTD | -15.3% | +7.7% | -23.0% | -18.9% |
| 1Y | -12.5% | +10.8% | -23.3% | -17.3% |
| 3Y | +51.2% | +9.6% | +41.6% | +39.8% |
| 5Y | +126.1% | -10.2% | +136.3% | +126.5% |
| 10Y | +536.2% | +16.5% | +519.8% | +434.6% |
| All | +2,022.6% | +96.6% | +1,925.9% | +1,588.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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