+1,315.3%
AMAT vs TRMB
+105.8%
+1,209.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.1% | +10.3% | +10.7% |
| 7D | -1.1% | -17.0% | +15.9% | +9.6% |
| 30D | -26.9% | -9.0% | -17.9% | -23.8% |
| 3M | -31.2% | -8.1% | -23.1% | -29.3% |
| 6M | -14.7% | -10.1% | -4.6% | -13.1% |
| YTD | +44.7% | -30.2% | +74.9% | +71.9% |
| 1Y | +62.0% | -30.7% | +92.6% | +93.2% |
| 3Y | +165.0% | +32.6% | +132.3% | +100.0% |
| 5Y | +147.1% | -38.1% | +185.2% | +207.0% |
| 10Y | +1,315.3% | +98.9% | +1,216.4% | +805.0% |
| All | +1,315.3% | +105.8% | +1,209.5% | +805.0% |
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