+202.2%
AMAT vs TPG
+74.1%
+128.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.2% |
| 7D | +0.4% | -9.4% | +9.8% | +5.0% |
| 30D | -16.6% | -5.3% | -11.4% | -15.1% |
| 3M | -17.3% | +12.9% | -30.2% | -22.9% |
| 6M | +30.3% | +20.1% | +10.2% | +17.0% |
| YTD | +78.3% | -22.5% | +100.8% | +97.0% |
| 1Y | +169.8% | -19.7% | +189.5% | +190.6% |
| 3Y | +218.5% | +81.2% | +137.3% | +113.3% |
| All | +202.2% | +74.1% | +128.1% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling