+1,162.1%
AMAT vs TMF
-84.4%
+1,246.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | -14.7% | +1.2% | -15.9% | -14.6% |
| 30D | -36.1% | +19.7% | -55.8% | -35.0% |
| 3M | -36.9% | -2.1% | -34.8% | -36.8% |
| 6M | -22.2% | -13.4% | -8.7% | -23.0% |
| YTD | +29.9% | -16.7% | +46.7% | +28.2% |
| 1Y | +43.3% | -23.3% | +66.6% | +40.2% |
| 3Y | +142.7% | -24.8% | +167.5% | +141.1% |
| 5Y | +126.2% | -88.0% | +214.3% | +69.5% |
| All | +1,162.1% | -84.4% | +1,246.5% | +1,078.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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