+268.9%
AMAT vs TRI
-7.1%
+276.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.5% | +10.5% | +4.6% |
| 7D | +7.0% | -7.1% | +14.1% | +7.6% |
| 30D | -12.2% | -2.3% | -9.9% | -12.3% |
| 3M | -3.8% | +19.6% | -23.4% | -9.0% |
| 6M | +45.9% | -8.7% | +54.6% | +51.2% |
| YTD | +84.6% | -22.3% | +106.9% | +109.1% |
| 1Y | +193.4% | -40.7% | +234.0% | +295.6% |
| 3Y | +228.1% | -17.8% | +245.8% | +210.8% |
| 5Y | +268.9% | -8.5% | +277.4% | +189.4% |
| All | +268.9% | -7.1% | +276.0% | +189.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling