+117.5%
AMAT vs TRMB
-38.8%
+156.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.1% | -12.5% | -12.9% |
| 7D | -24.3% | -17.9% | -6.4% | -16.1% |
| 30D | -39.8% | -12.0% | -27.8% | -36.2% |
| 3M | -40.2% | -8.4% | -31.7% | -38.6% |
| 6M | -22.1% | -21.5% | -0.6% | -13.4% |
| YTD | +24.7% | -31.5% | +56.2% | +50.9% |
| 1Y | +33.3% | -33.4% | +66.7% | +64.5% |
| 3Y | +133.9% | +26.5% | +107.4% | +76.2% |
| All | +117.5% | -38.8% | +156.3% | +193.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling