+1,162.1%
AMAT vs TFC
+90.2%
+1,071.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.7% |
| 7D | -14.7% | +1.2% | -15.9% | -15.3% |
| 30D | -36.1% | +8.3% | -44.4% | -38.7% |
| 3M | -36.9% | -5.2% | -31.7% | -35.5% |
| 6M | -22.2% | -0.8% | -21.4% | -22.8% |
| YTD | +29.9% | +3.4% | +26.5% | +26.1% |
| 1Y | +43.3% | +17.0% | +26.3% | +30.7% |
| 3Y | +142.7% | +86.2% | +56.5% | +72.4% |
| 5Y | +126.2% | -2.3% | +128.5% | +117.7% |
| All | +1,162.1% | +90.2% | +1,071.9% | +922.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling