+203.0%
AMAT vs TMF
-42.2%
+245.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.3% |
| 7D | -1.5% | -1.4% | -0.1% | -1.4% |
| 30D | -14.8% | -2.8% | -12.0% | -14.7% |
| 3M | -9.3% | -10.9% | +1.6% | -8.8% |
| 6M | +27.4% | -21.3% | +48.7% | +28.2% |
| YTD | +77.6% | -15.9% | +93.4% | +78.6% |
| 1Y | +188.9% | -15.7% | +204.7% | +190.0% |
| All | +203.0% | -42.2% | +245.3% | +192.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling