+4,355.3%
AMAT vs TRGP
+2,231.3%
+2,124.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.6% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | -14.8% | +11.5% | -26.3% | -17.4% |
| 3M | -9.3% | +9.0% | -18.3% | -11.6% |
| 6M | +27.4% | +20.5% | +6.9% | +20.5% |
| YTD | +77.6% | +59.5% | +18.0% | +56.2% |
| 1Y | +188.9% | +77.9% | +111.0% | +146.1% |
| 3Y | +202.3% | +253.6% | -51.3% | +116.2% |
| 5Y | +248.9% | +615.5% | -366.6% | +109.7% |
| 10Y | +1,585.2% | +897.1% | +688.1% | +701.8% |
| All | +4,355.3% | +2,231.3% | +2,124.0% | +1,301.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling