+73.7%
AMAT vs TEM
+10.9%
+62.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.4% | +6.4% |
| 7D | +7.0% | +5.1% | +1.9% | +6.0% |
| 30D | -20.6% | +16.8% | -37.4% | -22.9% |
| 3M | -24.8% | +42.6% | -67.4% | -31.3% |
| 6M | -10.7% | +63.9% | -74.6% | -22.9% |
| YTD | +54.3% | +34.5% | +19.8% | +37.2% |
| 1Y | +73.7% | +11.0% | +62.7% | +68.7% |
| All | +73.7% | +10.9% | +62.8% | +68.7% |
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