+58.5%
AMAT vs TRI
-17.7%
+76.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -3.8% | +15.2% | +9.7% |
| 7D | -1.1% | -11.4% | +10.3% | -5.4% |
| 30D | -26.9% | +4.9% | -31.8% | -24.6% |
| 3M | -31.2% | +7.0% | -38.2% | -27.5% |
| 6M | -14.7% | +18.2% | -32.9% | -2.2% |
| YTD | +44.7% | -14.8% | +59.5% | +65.6% |
| All | +58.5% | -17.7% | +76.2% | +81.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling