+58.5%
AMAT vs TRV
+44.1%
+14.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | 0.0% | +11.4% | +11.4% |
| 7D | -1.1% | -0.9% | -0.2% | -1.8% |
| 30D | -26.9% | +7.2% | -34.1% | -21.2% |
| 3M | -31.2% | +3.2% | -34.4% | -28.4% |
| 6M | -14.7% | +33.6% | -48.3% | +14.7% |
| YTD | +44.7% | +37.8% | +6.9% | +102.3% |
| All | +58.5% | +44.1% | +14.4% | +130.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling