+3,912.5%
AMAT vs TLT
+130.6%
+3,781.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.4% |
| 7D | -1.5% | -0.4% | -1.1% | -1.8% |
| 30D | -14.8% | -0.6% | -14.2% | -15.0% |
| 3M | -9.3% | -2.7% | -6.5% | -10.8% |
| 6M | +27.4% | -5.6% | +33.0% | +23.0% |
| YTD | +77.6% | -2.8% | +80.3% | +74.3% |
| 1Y | +188.9% | -1.4% | +190.4% | +186.2% |
| 3Y | +202.3% | -1.6% | +203.9% | +199.7% |
| 5Y | +248.9% | -33.8% | +282.7% | +162.2% |
| 10Y | +1,585.2% | -21.1% | +1,606.4% | +1,421.2% |
| All | +3,912.5% | +130.6% | +3,781.9% | +15,323.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling