+61.4%
AMAT vs TLT
-5.4%
+66.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.5% |
| 7D | -11.2% | +1.0% | -12.2% | -11.5% |
| 30D | -31.9% | +6.0% | -37.9% | -34.4% |
| 3M | -32.3% | -0.9% | -31.4% | -30.6% |
| 6M | -5.4% | -2.3% | -3.1% | -1.1% |
| YTD | +44.3% | -3.3% | +47.6% | +51.4% |
| 1Y | +61.4% | -5.6% | +67.0% | +67.5% |
| All | +61.4% | -5.4% | +66.8% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 1y: compounded portfolio wealth divided by compounded TLT 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…
1y analysis · Full analysis span regression · 6 months rolling