+1,665.8%
AMAT vs TSEM
+1,300.1%
+365.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.6% |
| 7D | +7.0% | +10.4% | -3.4% | +1.5% |
| 30D | -12.2% | -12.9% | +0.7% | -6.4% |
| 3M | -3.8% | -9.2% | +5.3% | -1.4% |
| 6M | +45.9% | +98.8% | -52.8% | -5.2% |
| YTD | +84.6% | +87.2% | -2.6% | +22.0% |
| 1Y | +193.4% | +239.0% | -45.6% | +38.4% |
| 3Y | +228.1% | +679.5% | -451.4% | -8.3% |
| 5Y | +268.9% | +667.3% | -398.3% | -1.8% |
| 10Y | +1,665.8% | +1,301.0% | +364.7% | +213.6% |
| All | +1,665.8% | +1,300.1% | +365.6% | +213.6% |
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