+193.4%
AMAT vs TRV
+34.9%
+158.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +3.1% |
| 7D | +7.0% | +0.5% | +6.5% | +7.5% |
| 30D | -12.2% | -4.9% | -7.4% | -15.7% |
| 3M | -3.8% | +23.7% | -27.6% | +14.1% |
| 6M | +45.9% | +20.3% | +25.6% | +71.8% |
| YTD | +84.6% | +27.1% | +57.6% | +125.8% |
| 1Y | +193.4% | +35.3% | +158.0% | +266.3% |
| All | +193.4% | +34.9% | +158.5% | +266.3% |
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