+1,315.3%
AMAT vs TTMI
+476.8%
+838.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +13.3% | -1.9% | +4.9% |
| 7D | -1.1% | -1.6% | +0.6% | -0.4% |
| 30D | -26.9% | -37.7% | +10.8% | -11.1% |
| 3M | -31.2% | -45.1% | +13.9% | -12.0% |
| 6M | -14.7% | -52.1% | +37.4% | +16.1% |
| YTD | +44.7% | +9.2% | +35.5% | +25.6% |
| 1Y | +62.0% | +12.9% | +49.0% | +35.4% |
| 3Y | +165.0% | +445.5% | -280.5% | -8.5% |
| 5Y | +147.1% | +427.9% | -280.8% | -17.5% |
| 10Y | +1,315.3% | +449.9% | +865.4% | +347.1% |
| All | +1,315.3% | +476.8% | +838.5% | +347.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling