+1,321.9%
AMAT vs TFC
+77.3%
+1,244.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +11.4% | +1.2% | +10.2% | +10.8% |
| 30D | -17.0% | +9.7% | -26.7% | -20.9% |
| 3M | -30.6% | -4.8% | -25.8% | -29.2% |
| 6M | -14.9% | +8.4% | -23.4% | -19.2% |
| YTD | +44.7% | +4.7% | +40.0% | +39.7% |
| 1Y | +66.9% | +15.0% | +51.9% | +53.7% |
| 3Y | +153.3% | +93.9% | +59.4% | +76.2% |
| 5Y | +146.2% | +0.6% | +145.6% | +133.7% |
| All | +1,321.9% | +77.3% | +1,244.6% | +962.3% |
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