+1,315.3%
AMAT vs TT
+782.6%
+532.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.7% | +6.7% | +7.7% |
| 7D | -1.1% | +1.7% | -2.8% | -1.8% |
| 30D | -26.9% | -11.8% | -15.1% | -18.8% |
| 3M | -31.2% | -12.6% | -18.6% | -23.0% |
| 6M | -14.7% | -9.4% | -5.3% | -6.0% |
| YTD | +44.7% | +8.8% | +35.9% | +38.8% |
| 1Y | +62.0% | -2.5% | +64.5% | +68.9% |
| 3Y | +165.0% | +95.7% | +69.3% | +62.5% |
| 5Y | +147.1% | +135.7% | +11.4% | +27.6% |
| 10Y | +1,315.3% | +750.6% | +564.7% | +213.5% |
| All | +1,315.3% | +782.6% | +532.7% | +213.5% |
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