+42.9%
AMAT vs TEM
+90.1%
-47.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.0% | -3.8% | +3.1% |
| 7D | -14.7% | +5.3% | -20.0% | -15.3% |
| 30D | -36.1% | +8.1% | -44.2% | -36.8% |
| 3M | -36.9% | +64.9% | -101.8% | -42.1% |
| 6M | -22.2% | +42.1% | -64.3% | -27.4% |
| YTD | +29.9% | +28.8% | +1.1% | +21.8% |
| 1Y | +43.3% | +5.5% | +37.8% | +37.7% |
| All | +42.9% | +90.1% | -47.2% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling