+66.9%
AMAT vs TLT
-7.4%
+74.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +11.4% | -3.1% | +14.5% | +12.6% |
| 30D | -17.0% | +1.0% | -18.1% | -18.3% |
| 3M | -30.6% | -2.7% | -27.9% | -28.7% |
| 6M | -14.9% | -4.1% | -10.8% | -10.7% |
| YTD | +44.7% | -5.4% | +50.0% | +52.2% |
| 1Y | +66.9% | -7.0% | +73.9% | +80.4% |
| All | +66.9% | -7.4% | +74.3% | +80.4% |
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