+1,598.2%
AMAT vs TCOM
-8.6%
+1,606.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | -1.5% | -9.5% | +8.0% | +1.4% |
| 30D | -14.8% | -10.7% | -4.1% | -12.1% |
| 3M | -9.3% | -14.6% | +5.4% | -6.1% |
| 6M | +27.4% | -19.3% | +46.7% | +33.9% |
| YTD | +77.6% | -42.9% | +120.5% | +106.7% |
| 1Y | +188.9% | -43.8% | +232.7% | +237.7% |
| 3Y | +202.3% | +2.1% | +200.2% | +177.8% |
| 5Y | +248.9% | +31.2% | +217.7% | +170.6% |
| All | +1,598.2% | -8.6% | +1,606.8% | +1,295.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling