+1,416.2%
AMAT vs TRV
+346.4%
+1,069.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.2% |
| 7D | +7.0% | -2.4% | +9.3% | +8.1% |
| 30D | -20.6% | +7.5% | -28.1% | -23.2% |
| 3M | -24.8% | +6.7% | -31.5% | -27.3% |
| 6M | -10.7% | +35.5% | -46.2% | -24.3% |
| YTD | +54.3% | +39.3% | +15.0% | +28.1% |
| 1Y | +73.7% | +41.8% | +31.9% | +42.7% |
| 3Y | +168.4% | +147.3% | +21.1% | +53.0% |
| 5Y | +167.6% | +178.3% | -10.8% | +36.9% |
| All | +1,416.2% | +346.4% | +1,069.9% | +646.5% |
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