+1,587.5%
AMAT vs TT
+887.4%
+700.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.7% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -14.8% | -7.2% | -7.6% | -9.8% |
| 3M | -9.3% | -3.0% | -6.3% | -6.1% |
| 6M | +27.4% | +1.4% | +26.0% | +28.2% |
| YTD | +77.6% | +15.9% | +61.7% | +61.0% |
| 1Y | +188.9% | +9.4% | +179.5% | +173.0% |
| 3Y | +202.3% | +124.4% | +77.9% | +64.9% |
| 5Y | +248.9% | +138.0% | +110.9% | +77.8% |
| All | +1,587.5% | +887.4% | +700.1% | +232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling