+132.8%
AMAT vs TPR
+412.6%
-279.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +7.1% | -20.6% | -16.0% |
| 7D | -24.3% | +13.9% | -38.1% | -28.1% |
| 30D | -39.8% | +14.9% | -54.7% | -43.1% |
| 3M | -40.2% | -15.4% | -24.8% | -37.2% |
| 6M | -22.1% | -4.5% | -17.6% | -23.0% |
| YTD | +24.7% | +6.0% | +18.7% | +18.5% |
| 1Y | +33.3% | +24.3% | +8.9% | +18.4% |
| All | +132.8% | +412.6% | -279.8% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling