+247.2%
AMAT vs TRV
+156.1%
+91.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.4% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -14.8% | -3.4% | -11.4% | -14.6% |
| 3M | -9.3% | +26.4% | -35.7% | -12.8% |
| 6M | +27.4% | +19.3% | +8.1% | +23.8% |
| YTD | +77.6% | +28.3% | +49.2% | +69.6% |
| 1Y | +188.9% | +34.3% | +154.7% | +172.3% |
| 3Y | +202.3% | +140.1% | +62.2% | +128.8% |
| All | +247.2% | +156.1% | +91.1% | +153.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling