+147.1%
AMAT vs TFC
-0.4%
+147.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.9% | +9.4% | +10.5% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | -26.9% | +9.2% | -36.1% | -29.9% |
| 3M | -31.2% | -2.9% | -28.3% | -30.4% |
| 6M | -14.7% | +3.5% | -18.2% | -17.0% |
| YTD | +44.7% | +5.4% | +39.3% | +39.3% |
| 1Y | +62.0% | +17.3% | +44.6% | +48.0% |
| 3Y | +165.0% | +96.7% | +68.3% | +86.2% |
| 5Y | +147.1% | -1.1% | +148.2% | +170.0% |
| All | +147.1% | -0.4% | +147.5% | +170.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling