+1,321.9%
AMAT vs TRI
+225.2%
+1,096.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.8% |
| 7D | +11.4% | -2.9% | +14.3% | +12.0% |
| 30D | -17.0% | +3.7% | -20.7% | -19.0% |
| 3M | -30.6% | +3.7% | -34.3% | -33.1% |
| 6M | -14.9% | +35.1% | -50.1% | -30.2% |
| YTD | +44.7% | -14.0% | +58.7% | +48.9% |
| 1Y | +66.9% | -19.0% | +85.8% | +78.8% |
| 3Y | +153.3% | -12.0% | +165.3% | +139.8% |
| 5Y | +146.2% | +0.6% | +145.6% | +107.0% |
| All | +1,321.9% | +225.2% | +1,096.7% | +480.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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