+66.9%
AMAT vs TRI
-17.3%
+84.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | +11.4% | -2.9% | +14.3% | +10.1% |
| 30D | -17.0% | +3.7% | -20.7% | -14.8% |
| 3M | -30.6% | +3.7% | -34.3% | -27.8% |
| 6M | -14.9% | +35.1% | -50.1% | -1.1% |
| YTD | +44.7% | -14.0% | +58.7% | +71.6% |
| 1Y | +66.9% | -19.0% | +85.8% | +103.6% |
| All | +66.9% | -17.3% | +84.2% | +103.6% |
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