+4,022.7%
AMAT vs TMF
-69.3%
+4,092.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.7% | -2.9% |
| 7D | -11.2% | +4.0% | -15.2% | -10.6% |
| 30D | -31.9% | +19.5% | -51.3% | -29.8% |
| 3M | -32.3% | -3.5% | -28.8% | -32.4% |
| 6M | -5.4% | -10.6% | +5.2% | -6.7% |
| YTD | +44.3% | -17.1% | +61.3% | +40.7% |
| 1Y | +61.4% | -24.3% | +85.6% | +55.2% |
| 3Y | +170.6% | -27.2% | +197.8% | +165.2% |
| 5Y | +156.4% | -87.6% | +244.0% | +83.5% |
| 10Y | +1,356.4% | -84.8% | +1,441.2% | +1,114.3% |
| All | +4,022.7% | -69.3% | +4,092.0% | +4,949.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling