+3,463.0%
AMAT vs TMF
-69.1%
+3,532.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.6% | -14.1% | -13.5% |
| 7D | -24.3% | +2.7% | -27.0% | -23.9% |
| 30D | -39.8% | +19.3% | -59.1% | -38.0% |
| 3M | -40.2% | -3.7% | -36.5% | -40.3% |
| 6M | -22.1% | -11.3% | -10.8% | -23.3% |
| YTD | +24.7% | -16.6% | +41.3% | +21.7% |
| 1Y | +33.3% | -21.1% | +54.4% | +29.0% |
| 3Y | +133.9% | -26.8% | +160.7% | +129.4% |
| 5Y | +117.1% | -88.0% | +205.1% | +54.0% |
| 10Y | +1,158.7% | -84.7% | +1,243.3% | +950.5% |
| All | +3,463.0% | -69.1% | +3,532.1% | +4,268.7% |
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