+165.0%
AMAT vs TRMB
+29.6%
+135.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.1% | +10.3% | +10.9% |
| 7D | -1.1% | -17.0% | +15.9% | +6.2% |
| 30D | -26.9% | -9.0% | -17.9% | -24.8% |
| 3M | -31.2% | -8.1% | -23.1% | -29.9% |
| 6M | -14.7% | -10.1% | -4.6% | -12.5% |
| YTD | +44.7% | -30.2% | +74.9% | +72.2% |
| 1Y | +62.0% | -30.7% | +92.6% | +93.6% |
| 3Y | +165.0% | +32.6% | +132.3% | +101.0% |
| All | +165.0% | +29.6% | +135.3% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling