+2,943.3%
AMAT vs TRI
+561.6%
+2,381.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.4% | +9.8% | +6.9% |
| 7D | -1.5% | -0.5% | -1.0% | -1.6% |
| 30D | -14.8% | +7.9% | -22.7% | -18.8% |
| 3M | -9.3% | +24.1% | -33.3% | -23.4% |
| 6M | +27.4% | +3.8% | +23.6% | +13.9% |
| YTD | +77.6% | -16.9% | +94.4% | +76.7% |
| 1Y | +188.9% | -38.4% | +227.3% | +242.8% |
| 3Y | +202.3% | -12.2% | +214.5% | +180.7% |
| 5Y | +248.9% | -1.8% | +250.7% | +202.9% |
| 10Y | +1,585.2% | +207.6% | +1,377.6% | +632.5% |
| All | +2,943.3% | +561.6% | +2,381.6% | +475.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling