+203.0%
AMAT vs TTMI
+746.9%
-543.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.8% | -4.5% | +0.4% |
| 7D | -1.5% | +5.9% | -7.4% | -4.0% |
| 30D | -14.8% | -4.3% | -10.5% | -13.7% |
| 3M | -9.3% | -32.0% | +22.8% | +6.1% |
| 6M | +27.4% | +19.5% | +7.9% | +17.0% |
| YTD | +77.6% | +82.0% | -4.5% | +35.2% |
| 1Y | +188.9% | +172.6% | +16.3% | +81.2% |
| All | +203.0% | +746.9% | -543.9% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling