+203.0%
AMAT vs TE
-25.4%
+228.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.2% |
| 7D | -1.5% | -4.0% | +2.5% | -1.1% |
| 30D | -14.8% | -15.9% | +1.1% | -13.4% |
| 3M | -9.3% | -60.5% | +51.3% | -0.6% |
| 6M | +27.4% | -35.2% | +62.6% | +31.2% |
| YTD | +77.6% | -31.1% | +108.7% | +80.5% |
| 1Y | +188.9% | +148.6% | +40.3% | +156.6% |
| All | +203.0% | -25.4% | +228.5% | +171.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling