+160.4%
AMAT vs TE
+13.2%
+147.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.5% | +3.9% | -2.5% |
| 7D | +19.3% | -13.6% | +32.9% | +21.7% |
| 30D | -17.9% | -37.7% | +19.7% | -12.6% |
| 3M | -30.4% | -59.8% | +29.4% | -21.9% |
| 6M | -11.4% | -66.3% | +54.9% | +1.0% |
| YTD | +48.8% | -70.5% | +119.3% | +68.9% |
| 1Y | +66.0% | -48.8% | +114.9% | +77.0% |
| All | +160.4% | +13.2% | +147.2% | +142.7% |
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 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