+66.9%
AMAT vs TEM
+3.5%
+63.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.7% | +2.9% | -1.5% |
| 7D | +11.4% | -5.9% | +17.2% | +12.9% |
| 30D | -17.0% | +4.8% | -21.8% | -17.5% |
| 3M | -30.6% | +31.9% | -62.5% | -35.5% |
| 6M | -14.9% | +56.0% | -70.9% | -25.7% |
| YTD | +44.7% | +21.3% | +23.4% | +31.8% |
| 1Y | +66.9% | +5.4% | +61.5% | +61.0% |
| All | +66.9% | +3.5% | +63.4% | +61.0% |
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