+2,126.8%
AMAT vs TRI
+604.8%
+1,522.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.7% | +8.9% | +6.3% |
| 7D | -14.7% | -4.8% | -9.9% | -13.6% |
| 30D | -36.1% | +13.4% | -49.5% | -40.9% |
| 3M | -36.9% | +13.1% | -50.0% | -42.9% |
| 6M | -22.2% | +24.4% | -46.6% | -37.5% |
| YTD | +29.9% | -11.4% | +41.4% | +21.7% |
| 1Y | +43.3% | -15.6% | +58.8% | +37.9% |
| 3Y | +142.7% | -6.5% | +149.1% | +112.2% |
| 5Y | +126.2% | +5.3% | +120.9% | +84.2% |
| 10Y | +1,211.7% | +239.9% | +971.8% | +425.3% |
| All | +2,126.8% | +604.8% | +1,522.0% | +296.4% |
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 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