+61.4%
AMAT vs TEM
-11.1%
+72.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.7% |
| 7D | -11.2% | -1.3% | -9.9% | -11.0% |
| 30D | -31.9% | -9.5% | -22.4% | -30.9% |
| 3M | -32.3% | +60.7% | -93.1% | -40.8% |
| 6M | -5.4% | +35.5% | -40.9% | -14.5% |
| YTD | +44.3% | +28.0% | +16.2% | +30.1% |
| 1Y | +61.4% | -10.5% | +71.9% | +65.5% |
| All | +61.4% | -11.1% | +72.5% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling