+203.0%
AMAT vs TFC
+94.1%
+108.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | +2.4% | -3.9% | -2.6% |
| 30D | -14.8% | -1.3% | -13.5% | -14.4% |
| 3M | -9.3% | +6.1% | -15.3% | -12.5% |
| 6M | +27.4% | +7.3% | +20.1% | +22.1% |
| YTD | +77.6% | +8.2% | +69.4% | +68.8% |
| 1Y | +188.9% | +14.4% | +174.5% | +166.8% |
| All | +203.0% | +94.1% | +108.9% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling