+1,370.8%
AMAT vs TCOM
+3.0%
+1,367.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.5% | +6.5% | -9.0% | -4.4% |
| 30D | -26.5% | +13.3% | -39.8% | -29.5% |
| 3M | -28.6% | -6.5% | -22.1% | -27.7% |
| 6M | -14.2% | -16.3% | +2.1% | -11.2% |
| YTD | +45.5% | -38.7% | +84.2% | +64.7% |
| 1Y | +59.3% | -40.1% | +99.5% | +81.6% |
| 3Y | +153.1% | +30.6% | +122.5% | +114.6% |
| 5Y | +158.2% | +45.8% | +112.4% | +93.6% |
| 10Y | +1,370.8% | +8.1% | +1,362.7% | +1,086.8% |
| All | +1,370.8% | +3.0% | +1,367.8% | +1,086.8% |
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