+153.3%
AMAT vs TRV
+149.8%
+3.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | +11.4% | +2.0% | +9.3% | +11.8% |
| 30D | -17.0% | +6.7% | -23.8% | -15.8% |
| 3M | -30.6% | +9.4% | -40.0% | -29.2% |
| 6M | -14.9% | +37.7% | -52.7% | -11.7% |
| YTD | +44.7% | +40.6% | +4.1% | +50.0% |
| 1Y | +66.9% | +42.4% | +24.5% | +72.8% |
| 3Y | +153.3% | +148.1% | +5.2% | +145.5% |
| All | +153.3% | +149.8% | +3.5% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling