+3,271.0%
AMAT vs TKO
+1,366.4%
+1,904.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.7% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | -14.8% | +1.6% | -16.4% | -15.4% |
| 3M | -9.3% | -7.8% | -1.5% | -8.3% |
| 6M | +27.4% | -13.3% | +40.7% | +30.5% |
| YTD | +77.6% | -10.3% | +87.9% | +79.6% |
| 1Y | +188.9% | -0.6% | +189.6% | +184.4% |
| 3Y | +202.3% | +88.5% | +113.8% | +148.9% |
| 5Y | +248.9% | +284.7% | -35.8% | +137.3% |
| 10Y | +1,585.2% | +905.7% | +679.5% | +772.8% |
| All | +3,271.0% | +1,366.4% | +1,904.6% | +900.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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