+1,591.4%
AMAT vs TRMB
+116.7%
+1,474.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +5.0% |
| 7D | -1.5% | -2.5% | +1.0% | 0.0% |
| 30D | -14.8% | +1.5% | -16.3% | -16.1% |
| 3M | -9.3% | +6.8% | -16.0% | -15.2% |
| 6M | +27.4% | -14.9% | +42.3% | +36.8% |
| YTD | +77.6% | -24.1% | +101.7% | +104.0% |
| 1Y | +188.9% | -25.4% | +214.3% | +235.4% |
| 3Y | +202.3% | +8.0% | +194.3% | +165.3% |
| 5Y | +248.9% | -37.3% | +286.2% | +337.6% |
| All | +1,591.4% | +116.7% | +1,474.7% | +930.8% |
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