+121.6%
TDG vs AME
+83.9%
+37.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -9.3% | -8.6% | -0.7% | -4.1% |
| 3M | -7.1% | +5.8% | -12.8% | -10.7% |
| 6M | -11.2% | +3.8% | -15.0% | -13.8% |
| YTD | -15.3% | +14.4% | -29.7% | -23.1% |
| 1Y | -12.5% | +25.8% | -38.2% | -25.7% |
| 3Y | +51.2% | +55.2% | -4.0% | +6.2% |
| All | +121.6% | +83.9% | +37.8% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 5y: compounded portfolio wealth divided by compounded AME 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…
5y analysis · Full analysis span regression · 6 months rolling