+247.2%
AMAT vs TLT
-33.4%
+280.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | -1.5% | -0.4% | -1.1% | -1.5% |
| 30D | -14.8% | -0.6% | -14.2% | -14.8% |
| 3M | -9.3% | -2.7% | -6.5% | -9.1% |
| 6M | +27.4% | -5.6% | +33.0% | +27.6% |
| YTD | +77.6% | -2.8% | +80.3% | +77.8% |
| 1Y | +188.9% | -1.4% | +190.4% | +189.2% |
| 3Y | +202.3% | -1.6% | +203.9% | +199.8% |
| All | +247.2% | -33.4% | +280.6% | +204.2% |
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