+61.4%
AMAT vs TFC
+20.8%
+40.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.2% | -4.1% |
| 7D | -11.2% | +5.1% | -16.3% | -12.5% |
| 30D | -31.9% | +9.8% | -41.7% | -33.9% |
| 3M | -32.3% | -2.4% | -29.9% | -31.5% |
| 6M | -5.4% | +4.9% | -10.3% | -8.4% |
| YTD | +44.3% | +6.6% | +37.7% | +31.5% |
| 1Y | +61.4% | +21.3% | +40.1% | +33.2% |
| All | +61.4% | +20.8% | +40.6% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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