+1,162.1%
AMAT vs TTMI
+352.8%
+809.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.9% | -2.7% | +0.9% |
| 7D | -14.7% | -19.8% | +5.1% | -5.3% |
| 30D | -36.1% | -48.1% | +12.0% | -15.3% |
| 3M | -36.9% | -51.2% | +14.4% | -14.5% |
| 6M | -22.2% | -59.6% | +37.4% | +14.9% |
| YTD | +29.9% | -3.6% | +33.5% | +19.8% |
| 1Y | +43.3% | -2.3% | +45.6% | +28.6% |
| 3Y | +142.7% | +369.4% | -226.7% | -9.7% |
| 5Y | +126.2% | +365.4% | -239.2% | -19.6% |
| All | +1,162.1% | +352.8% | +809.3% | +324.8% |
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