+1,425.2%
AMAT vs TFC
+81.3%
+1,343.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +7.0% | -1.2% | +8.2% | +7.8% |
| 30D | -20.6% | +7.8% | -28.4% | -23.5% |
| 3M | -24.8% | -3.0% | -21.8% | -23.9% |
| 6M | -10.7% | +5.8% | -16.5% | -14.2% |
| YTD | +54.3% | +5.3% | +49.0% | +48.5% |
| 1Y | +73.7% | +15.7% | +58.1% | +59.5% |
| 3Y | +168.4% | +94.8% | +73.6% | +86.3% |
| 5Y | +167.6% | 0.0% | +167.5% | +154.6% |
| 10Y | +1,425.2% | +79.0% | +1,346.2% | +1,038.8% |
| All | +1,425.2% | +81.3% | +1,343.9% | +1,038.8% |
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