+1,162.1%
AMAT vs TT
+764.8%
+397.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +2.3% |
| 7D | -14.7% | -2.0% | -12.7% | -13.0% |
| 30D | -36.1% | -14.0% | -22.1% | -27.8% |
| 3M | -36.9% | -15.9% | -21.0% | -27.3% |
| 6M | -22.2% | -17.3% | -4.9% | -8.2% |
| YTD | +29.9% | +4.0% | +26.0% | +29.0% |
| 1Y | +43.3% | -7.1% | +50.4% | +54.8% |
| 3Y | +142.7% | +90.2% | +52.4% | +52.3% |
| 5Y | +126.2% | +131.1% | -4.9% | +18.8% |
| All | +1,162.1% | +764.8% | +397.3% | +207.2% |
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