+160.4%
AMAT vs TRGP
+273.0%
-112.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.1% |
| 7D | +19.3% | +9.0% | +10.3% | +15.8% |
| 30D | -17.9% | +1.5% | -19.5% | -18.3% |
| 3M | -30.4% | +10.7% | -41.2% | -32.9% |
| 6M | -11.4% | +17.1% | -28.6% | -16.8% |
| YTD | +48.8% | +63.6% | -14.9% | +20.9% |
| 1Y | +66.0% | +77.0% | -11.0% | +29.9% |
| All | +160.4% | +273.0% | -112.5% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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