-22.1%
AMAT vs TMF
-10.5%
-11.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.6% | -14.1% | -13.6% |
| 7D | -24.3% | +2.7% | -27.0% | -24.4% |
| 30D | -39.8% | +19.3% | -59.1% | -42.4% |
| 3M | -40.2% | -3.7% | -36.5% | -35.9% |
| 6M | -22.1% | -11.3% | -10.8% | -10.8% |
| All | -22.1% | -10.5% | -11.6% | -10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling