+1,425.2%
AMAT vs TRMB
+109.2%
+1,316.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.2% | +2.9% | +4.1% |
| 7D | +7.0% | +4.1% | +2.8% | +4.6% |
| 30D | -20.6% | -5.1% | -15.5% | -19.2% |
| 3M | -24.8% | -2.6% | -22.2% | -25.4% |
| 6M | -10.7% | -2.7% | -8.0% | -13.3% |
| YTD | +54.3% | -27.9% | +82.2% | +79.8% |
| 1Y | +73.7% | -29.0% | +102.8% | +104.5% |
| 3Y | +168.4% | +35.0% | +133.5% | +100.8% |
| 5Y | +167.6% | -33.9% | +201.5% | +218.9% |
| 10Y | +1,425.2% | +106.1% | +1,319.1% | +868.7% |
| All | +1,425.2% | +109.2% | +1,316.0% | +868.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling