+3,160.0%
AMAT vs TRGP
+2,035.2%
+1,124.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.9% | +4.9% |
| 7D | -14.7% | -16.0% | +1.3% | -10.8% |
| 30D | -36.1% | -6.4% | -29.6% | -35.0% |
| 3M | -36.9% | -1.0% | -35.9% | -36.9% |
| 6M | -22.2% | +7.0% | -29.2% | -24.0% |
| YTD | +29.9% | +46.1% | -16.2% | +16.9% |
| 1Y | +43.3% | +58.7% | -15.4% | +25.9% |
| 3Y | +142.7% | +221.9% | -79.2% | +78.0% |
| 5Y | +126.2% | +419.9% | -293.7% | +46.6% |
| 10Y | +1,211.7% | +769.8% | +441.9% | +546.3% |
| All | +3,160.0% | +2,035.2% | +1,124.8% | +948.4% |
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