+372.8%
AMAT vs TSLL
-57.4%
+430.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -11.8% | +16.2% | +6.3% |
| 7D | -1.5% | +1.9% | -3.4% | -2.3% |
| 30D | -14.8% | +17.8% | -32.6% | -17.9% |
| 3M | -9.3% | -37.0% | +27.7% | -4.1% |
| 6M | +27.4% | -37.7% | +65.1% | +33.8% |
| YTD | +77.6% | -51.4% | +128.9% | +92.6% |
| 1Y | +188.9% | -23.4% | +212.3% | +188.8% |
| 3Y | +202.3% | -30.8% | +233.1% | +154.4% |
| All | +372.8% | -57.4% | +430.1% | +335.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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