+1,321.9%
AMAT vs TRMB
+102.3%
+1,219.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +11.4% | +2.8% | +8.5% | +9.6% |
| 30D | -17.0% | -5.9% | -11.2% | -15.2% |
| 3M | -30.6% | -3.3% | -27.3% | -30.8% |
| 6M | -14.9% | +1.3% | -16.3% | -19.6% |
| YTD | +44.7% | -29.0% | +73.7% | +70.2% |
| 1Y | +66.9% | -27.8% | +94.6% | +94.2% |
| 3Y | +153.3% | +36.3% | +117.0% | +88.0% |
| 5Y | +146.2% | -35.8% | +182.1% | +199.1% |
| All | +1,321.9% | +102.3% | +1,219.6% | +817.4% |
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