+188.9%
AMAT vs TTMI
+171.3%
+17.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.8% | -4.5% | +0.3% |
| 7D | -1.5% | +5.9% | -7.4% | -4.1% |
| 30D | -14.8% | -4.3% | -10.5% | -13.7% |
| 3M | -9.3% | -32.0% | +22.8% | +5.6% |
| 6M | +27.4% | +19.5% | +7.9% | +19.7% |
| YTD | +77.6% | +82.0% | -4.5% | +42.8% |
| 1Y | +188.9% | +172.6% | +16.3% | +93.9% |
| All | +188.9% | +171.3% | +17.7% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling