+61.4%
AMAT vs TE
-16.5%
+77.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.3% | -2.5% |
| 7D | -11.2% | +3.8% | -15.0% | -11.9% |
| 30D | -31.9% | -26.2% | -5.7% | -27.9% |
| 3M | -32.3% | -49.7% | +17.4% | -23.4% |
| 6M | -5.4% | -46.5% | +41.1% | +7.4% |
| YTD | +44.3% | -59.1% | +103.4% | +66.6% |
| 1Y | +61.4% | -25.8% | +87.2% | +66.7% |
| All | +61.4% | -16.5% | +77.9% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling