+37.1%
AMAT vs TEM
+76.1%
-39.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.9% | -6.7% | -12.6% |
| 7D | -24.3% | -9.5% | -14.8% | -23.2% |
| 30D | -39.8% | -2.2% | -37.6% | -39.6% |
| 3M | -40.2% | +50.8% | -91.0% | -44.4% |
| 6M | -22.1% | +30.3% | -52.4% | -26.5% |
| YTD | +24.7% | +19.3% | +5.4% | +18.2% |
| 1Y | +33.3% | -14.4% | +47.6% | +31.5% |
| All | +37.1% | +76.1% | -39.0% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling