+582.6%
AMAT vs TE
-78.2%
+660.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.9% | +3.2% | +5.6% |
| 7D | +7.0% | -22.0% | +28.9% | +11.0% |
| 30D | -20.6% | -33.6% | +13.1% | -15.9% |
| 3M | -24.8% | -61.1% | +36.3% | -14.6% |
| 6M | -10.7% | -64.7% | +54.0% | +1.4% |
| YTD | +54.3% | -68.1% | +122.4% | +73.5% |
| 1Y | +73.7% | -51.7% | +125.4% | +83.1% |
| 3Y | +168.4% | +42.0% | +126.4% | +112.2% |
| 5Y | +167.6% | -80.8% | +248.4% | +179.2% |
| All | +582.6% | -78.2% | +660.8% | +657.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling