+132.8%
AMAT vs TFC
+84.5%
+48.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.0% | -11.6% | -12.6% |
| 7D | -24.3% | +1.1% | -25.3% | -24.6% |
| 30D | -39.8% | +7.8% | -47.6% | -42.0% |
| 3M | -40.2% | -4.8% | -35.4% | -38.9% |
| 6M | -22.1% | +1.8% | -23.9% | -23.7% |
| YTD | +24.7% | +4.4% | +20.3% | +19.9% |
| 1Y | +33.3% | +18.0% | +15.3% | +20.1% |
| All | +132.8% | +84.5% | +48.3% | +69.7% |
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