-17.1%
TDG vs AMRZ
-20.1%
+3.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.9% | -7.5% | +5.7% | 0.0% |
| 30D | -7.7% | -12.4% | +4.7% | -4.8% |
| 3M | -9.3% | -22.4% | +13.1% | -4.1% |
| 6M | -9.4% | -29.5% | +20.2% | -3.3% |
| YTD | -14.3% | -24.1% | +9.9% | -8.9% |
| 1Y | -11.8% | -26.3% | +14.4% | -6.6% |
| All | -17.1% | -20.1% | +3.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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