+1,162.1%
AMAT vs TPR
+383.4%
+778.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.6% |
| 7D | -14.7% | +14.2% | -28.9% | -19.5% |
| 30D | -36.1% | +17.1% | -53.2% | -40.4% |
| 3M | -36.9% | -17.7% | -19.1% | -33.2% |
| 6M | -22.2% | -10.2% | -12.0% | -21.2% |
| YTD | +29.9% | +4.9% | +25.0% | +23.8% |
| 1Y | +43.3% | +36.1% | +7.1% | +23.1% |
| 3Y | +142.7% | +416.5% | -273.8% | +19.1% |
| 5Y | +126.2% | +254.8% | -128.6% | +24.9% |
| All | +1,162.1% | +383.4% | +778.7% | +479.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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