+2,661.8%
AMAT vs TKO
+1,476.9%
+1,184.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.5% | +6.4% | -8.9% | -3.8% |
| 30D | -26.5% | +11.9% | -38.4% | -28.5% |
| 3M | -28.6% | +5.6% | -34.2% | -29.8% |
| 6M | -14.2% | +7.5% | -21.8% | -16.8% |
| YTD | +45.5% | -3.5% | +49.0% | +44.4% |
| 1Y | +59.3% | +13.0% | +46.4% | +52.1% |
| 3Y | +153.1% | +157.6% | -4.5% | +94.0% |
| 5Y | +158.2% | +288.2% | -130.1% | +75.2% |
| 10Y | +1,370.8% | +1,196.6% | +174.2% | +619.3% |
| All | +2,661.8% | +1,476.9% | +1,184.8% | +704.3% |
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