+474.9%
AMAT vs TE
-75.9%
+550.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.7% |
| 7D | -14.7% | -12.6% | -2.1% | -12.9% |
| 30D | -36.1% | -36.7% | +0.6% | -31.8% |
| 3M | -36.9% | -57.5% | +20.6% | -29.2% |
| 6M | -22.2% | -55.2% | +33.0% | -14.4% |
| YTD | +29.9% | -64.7% | +94.6% | +44.1% |
| 1Y | +43.3% | -35.9% | +79.1% | +45.4% |
| 3Y | +142.7% | -31.8% | +174.5% | +113.9% |
| 5Y | +126.2% | -79.4% | +205.7% | +133.5% |
| All | +474.9% | -75.9% | +550.7% | +529.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling