+117.1%
AMAT vs TMF
-87.8%
+204.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.6% | -14.1% | -13.6% |
| 7D | -24.3% | +2.7% | -27.0% | -24.3% |
| 30D | -39.8% | +19.3% | -59.1% | -39.9% |
| 3M | -40.2% | -3.7% | -36.5% | -40.1% |
| 6M | -22.1% | -11.3% | -10.8% | -21.9% |
| YTD | +24.7% | -16.6% | +41.3% | +25.0% |
| 1Y | +33.3% | -21.1% | +54.4% | +33.6% |
| 3Y | +133.9% | -26.8% | +160.7% | +133.1% |
| 5Y | +117.1% | -88.0% | +205.1% | +74.4% |
| All | +117.1% | -87.8% | +204.9% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling