+1,425.2%
AMAT vs TSEM
+920.4%
+504.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.6% | -1.6% | +2.1% |
| 7D | +7.0% | +6.8% | +0.2% | +3.8% |
| 30D | -20.6% | -26.6% | +6.0% | -7.5% |
| 3M | -24.8% | -36.3% | +11.6% | -7.3% |
| 6M | -10.7% | -30.6% | +19.9% | +1.5% |
| YTD | +54.3% | +35.3% | +19.0% | +18.6% |
| 1Y | +73.7% | +59.2% | +14.5% | +21.6% |
| 3Y | +168.4% | +547.7% | -379.2% | -19.0% |
| 5Y | +167.6% | +337.5% | -170.0% | -3.6% |
| 10Y | +1,425.2% | +887.4% | +537.8% | +230.4% |
| All | +1,425.2% | +920.4% | +504.8% | +230.4% |
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