+716.9%
AMAT vs TE
-48.3%
+765.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.0% | -6.0% | +2.6% |
| 7D | +7.0% | +18.2% | -11.2% | +4.4% |
| 30D | -12.2% | -13.5% | +1.3% | -10.8% |
| 3M | -3.8% | -44.6% | +40.7% | +3.1% |
| 6M | +45.9% | -24.7% | +70.6% | +47.3% |
| YTD | +84.6% | -24.3% | +108.9% | +84.1% |
| 1Y | +193.4% | +155.6% | +37.8% | +141.8% |
| 3Y | +228.1% | -18.3% | +246.3% | +192.7% |
| 5Y | +268.9% | -41.3% | +310.2% | +233.0% |
| All | +716.9% | -48.3% | +765.2% | +704.2% |
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