+96,674.4%
AMAT vs TT
+14,127.6%
+82,546.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.4% | -9.2% | -11.3% |
| 7D | -24.3% | -9.0% | -15.3% | -20.2% |
| 30D | -39.8% | -17.6% | -22.2% | -33.2% |
| 3M | -40.2% | -18.7% | -21.5% | -33.1% |
| 6M | -22.1% | -17.4% | -4.7% | -12.7% |
| YTD | +24.7% | +1.5% | +23.1% | +25.9% |
| 1Y | +33.3% | -9.4% | +42.7% | +42.8% |
| 3Y | +133.9% | +85.1% | +48.8% | +75.3% |
| 5Y | +117.1% | +125.7% | -8.7% | +46.8% |
| 10Y | +1,158.7% | +757.3% | +401.3% | +354.3% |
| All | +96,674.4% | +14,127.6% | +82,546.8% | +7,307.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling