-18.2%
TDG vs AMRZ
-19.2%
+1.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.1% |
| 7D | -2.4% | -4.7% | +2.2% | -1.3% |
| 30D | -8.0% | -11.3% | +3.3% | -5.4% |
| 3M | -10.5% | -22.1% | +11.6% | -5.4% |
| 6M | -11.9% | -29.6% | +17.7% | -6.2% |
| YTD | -15.4% | -23.3% | +8.0% | -10.3% |
| 1Y | -14.2% | -23.7% | +9.5% | -9.6% |
| All | -18.2% | -19.2% | +1.0% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling