+1,321.9%
AMAT vs TT
+725.1%
+596.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -1.6% |
| 7D | +11.4% | +4.0% | +7.3% | +8.2% |
| 30D | -17.0% | -11.3% | -5.7% | -8.2% |
| 3M | -30.6% | -12.3% | -18.3% | -22.5% |
| 6M | -14.9% | -10.8% | -4.1% | -5.0% |
| YTD | +44.7% | +8.2% | +36.5% | +39.6% |
| 1Y | +66.9% | +1.5% | +65.4% | +69.0% |
| 3Y | +153.3% | +91.5% | +61.8% | +57.8% |
| 5Y | +146.2% | +130.2% | +16.0% | +29.3% |
| All | +1,321.9% | +725.1% | +596.8% | +203.4% |
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