+540.2%
AMAT vs TE
-76.6%
+616.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -3.0% | +14.3% | +11.8% |
| 7D | -1.1% | -10.5% | +9.5% | +0.6% |
| 30D | -26.9% | -32.4% | +5.5% | -22.8% |
| 3M | -31.2% | -60.9% | +29.7% | -22.0% |
| 6M | -14.7% | -62.8% | +48.1% | -3.8% |
| YTD | +44.7% | -65.7% | +110.4% | +61.1% |
| 1Y | +62.0% | -39.9% | +101.8% | +65.7% |
| 3Y | +165.0% | +10.6% | +154.3% | +116.8% |
| 5Y | +147.1% | -79.7% | +226.8% | +155.7% |
| All | +540.2% | -76.6% | +616.8% | +603.7% |
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 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