+1,315.3%
AMAT vs TRV
+372.9%
+942.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | 0.0% | +11.4% | +11.4% |
| 7D | -1.1% | -0.9% | -0.2% | -0.7% |
| 30D | -26.9% | +7.2% | -34.1% | -29.2% |
| 3M | -31.2% | +3.2% | -34.4% | -32.5% |
| 6M | -14.7% | +33.6% | -48.3% | -27.2% |
| YTD | +44.7% | +37.8% | +6.9% | +20.8% |
| 1Y | +62.0% | +43.4% | +18.6% | +32.2% |
| 3Y | +165.0% | +146.7% | +18.3% | +51.3% |
| 5Y | +147.1% | +176.1% | -29.0% | +27.1% |
| 10Y | +1,315.3% | +357.4% | +957.8% | +647.0% |
| All | +1,315.3% | +372.9% | +942.4% | +647.0% |
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