+147.1%
AMAT vs TTMI
+416.2%
-269.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.1% | -1.4% |
| 7D | +11.4% | +11.4% | 0.0% | +6.0% |
| 30D | -17.0% | -28.3% | +11.2% | -5.8% |
| 3M | -30.6% | -46.7% | +16.0% | -11.1% |
| 6M | -14.9% | -56.1% | +41.2% | +18.5% |
| YTD | +44.7% | +7.4% | +37.3% | +29.9% |
| 1Y | +66.9% | +17.4% | +49.5% | +41.5% |
| 3Y | +153.3% | +429.1% | -275.8% | -4.0% |
| All | +147.1% | +416.2% | -269.1% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling