+193.4%
AMAT vs TRI
-41.0%
+234.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.5% | +10.5% | +1.6% |
| 7D | +7.0% | -7.1% | +14.1% | +4.5% |
| 30D | -12.2% | -2.3% | -9.9% | -12.4% |
| 3M | -3.8% | +19.6% | -23.4% | +4.8% |
| 6M | +45.9% | -8.7% | +54.6% | +59.3% |
| YTD | +84.6% | -22.3% | +106.9% | +97.2% |
| 1Y | +193.4% | -40.7% | +234.0% | +191.0% |
| All | +193.4% | -41.0% | +234.4% | +191.0% |
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