+2,058.0%
AMAT vs TCOM
+2,922.3%
-864.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.9% |
| 7D | -14.7% | +12.1% | -26.8% | -17.0% |
| 30D | -36.1% | +16.5% | -52.6% | -38.4% |
| 3M | -36.9% | -4.0% | -32.8% | -36.7% |
| 6M | -22.2% | -18.5% | -3.7% | -19.7% |
| YTD | +29.9% | -38.3% | +68.2% | +42.0% |
| 1Y | +43.3% | -36.6% | +79.9% | +55.5% |
| 3Y | +142.7% | +31.1% | +111.5% | +117.9% |
| 5Y | +126.2% | +47.6% | +78.6% | +87.1% |
| 10Y | +1,211.7% | +5.1% | +1,206.7% | +1,018.6% |
| All | +2,058.0% | +2,922.3% | -864.3% | +909.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling