+111,876.4%
AMAT vs TT
+14,782.0%
+97,094.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.4% |
| 7D | -11.2% | -8.5% | -2.7% | -7.0% |
| 30D | -31.9% | -12.8% | -19.1% | -26.8% |
| 3M | -32.3% | -12.9% | -19.5% | -27.2% |
| 6M | -5.4% | -15.2% | +9.8% | +4.3% |
| YTD | +44.3% | +6.2% | +38.0% | +41.9% |
| 1Y | +61.4% | -4.5% | +65.9% | +67.8% |
| 3Y | +170.6% | +93.6% | +77.0% | +97.6% |
| 5Y | +156.4% | +141.1% | +15.4% | +67.3% |
| 10Y | +1,356.4% | +796.8% | +559.6% | +412.0% |
| All | +111,876.4% | +14,782.0% | +97,094.4% | +8,249.0% |
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