+1,607.1%
AMAT vs TRV
+298.6%
+1,308.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | +4.2% | -1.5% | +5.6% | +4.8% |
| 30D | -13.5% | -1.8% | -11.7% | -13.0% |
| 3M | -8.6% | +21.6% | -30.1% | -17.8% |
| 6M | +31.6% | +22.5% | +9.1% | +17.0% |
| YTD | +77.3% | +28.1% | +49.1% | +53.4% |
| 1Y | +179.4% | +37.0% | +142.3% | +132.2% |
| 3Y | +215.0% | +141.9% | +73.2% | +80.2% |
| 5Y | +245.8% | +158.5% | +87.3% | +83.8% |
| All | +1,607.1% | +298.6% | +1,308.4% | +626.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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