+1,370.8%
AMAT vs TTMI
+415.6%
+955.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +2.5% |
| 7D | -2.5% | -11.5% | +9.1% | +3.4% |
| 30D | -26.5% | -40.3% | +13.8% | -8.8% |
| 3M | -28.6% | -44.5% | +15.9% | -9.2% |
| 6M | -14.2% | -54.1% | +39.8% | +19.0% |
| YTD | +45.5% | +4.7% | +40.8% | +28.8% |
| 1Y | +59.3% | +3.3% | +56.0% | +39.2% |
| 3Y | +153.1% | +407.2% | -254.1% | -9.5% |
| 5Y | +158.2% | +406.5% | -248.4% | -12.2% |
| 10Y | +1,370.8% | +420.4% | +950.4% | +372.9% |
| All | +1,370.8% | +415.6% | +955.2% | +372.9% |
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 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