+1,768.3%
AMAT vs TTMI
+504.4%
+1,263.9%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.8% | -4.5% | +1.6% |
| 7D | -1.5% | +5.9% | -7.4% | -3.2% |
| 30D | -14.8% | -4.3% | -10.5% | -14.0% |
| 3M | -9.3% | -32.0% | +22.8% | +2.0% |
| 6M | +27.4% | +19.5% | +7.9% | +19.5% |
| YTD | +77.6% | +82.0% | -4.5% | +45.1% |
| 1Y | +188.9% | +172.6% | +16.3% | +107.3% |
| 3Y | +202.3% | +744.7% | -542.4% | +51.6% |
| 5Y | +248.9% | +805.6% | -556.6% | +69.7% |
| 10Y | +1,585.2% | +1,057.6% | +527.6% | +650.8% |
| All | +1,768.3% | +504.4% | +1,263.9% | +420.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling