+1,321.9%
AMAT vs TFC
+79.2%
+1,242.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -4.0% | -3.3% |
| 7D | +11.4% | +2.3% | +9.1% | +10.2% |
| 30D | -17.0% | +10.8% | -27.9% | -21.3% |
| 3M | -30.6% | -3.8% | -26.9% | -29.6% |
| 6M | -14.9% | +9.6% | -24.5% | -19.6% |
| YTD | +44.7% | +5.8% | +38.9% | +38.9% |
| 1Y | +66.9% | +16.2% | +50.7% | +52.9% |
| 3Y | +153.3% | +96.0% | +57.3% | +75.3% |
| 5Y | +146.2% | +1.7% | +144.5% | +132.4% |
| All | +1,321.9% | +79.2% | +1,242.7% | +956.6% |
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