+1,321.9%
AMAT vs TSEM
+805.6%
+516.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.9% | +4.2% | +0.8% |
| 7D | +11.4% | +7.0% | +4.4% | +7.6% |
| 30D | -17.0% | -29.8% | +12.7% | -1.1% |
| 3M | -30.6% | -41.9% | +11.3% | -10.4% |
| 6M | -14.9% | -45.8% | +30.8% | +11.3% |
| YTD | +44.7% | +25.1% | +19.6% | +15.7% |
| 1Y | +66.9% | +48.2% | +18.7% | +21.3% |
| 3Y | +153.3% | +476.5% | -323.2% | -18.8% |
| 5Y | +146.2% | +301.4% | -155.2% | -7.3% |
| All | +1,321.9% | +805.6% | +516.3% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling