+117.1%
AMAT vs TLT
-34.4%
+151.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.2% | -13.8% | -13.6% |
| 7D | -24.3% | +0.5% | -24.8% | -24.3% |
| 30D | -39.8% | +6.0% | -45.8% | -39.9% |
| 3M | -40.2% | -0.9% | -39.3% | -40.1% |
| 6M | -22.1% | -2.6% | -19.5% | -21.9% |
| YTD | +24.7% | -3.1% | +27.8% | +25.0% |
| 1Y | +33.3% | -4.4% | +37.6% | +33.6% |
| 3Y | +133.9% | +5.5% | +128.4% | +132.8% |
| 5Y | +117.1% | -34.7% | +151.8% | +77.1% |
| All | +117.1% | -34.4% | +151.4% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling