+543.7%
AMAT vs TE
-78.8%
+622.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | +2.0% |
| 7D | -2.5% | -26.9% | +24.4% | +2.2% |
| 30D | -26.5% | -38.9% | +12.4% | -21.2% |
| 3M | -28.6% | -61.0% | +32.4% | -19.0% |
| 6M | -14.2% | -66.4% | +52.1% | -1.9% |
| YTD | +45.5% | -69.0% | +114.5% | +64.3% |
| 1Y | +59.3% | -54.0% | +113.3% | +69.1% |
| 3Y | +153.1% | +38.0% | +115.1% | +100.9% |
| 5Y | +158.2% | -81.0% | +239.1% | +169.9% |
| All | +543.7% | -78.8% | +622.5% | +617.6% |
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