+1,162.1%
AMAT vs TSEM
+779.3%
+382.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.8% | -0.6% | +1.7% |
| 7D | -14.7% | -17.5% | +2.8% | -5.8% |
| 30D | -36.1% | -44.7% | +8.6% | -14.3% |
| 3M | -36.9% | -38.9% | +2.0% | -20.9% |
| 6M | -22.2% | -36.7% | +14.5% | -7.5% |
| YTD | +29.9% | +17.0% | +13.0% | +7.5% |
| 1Y | +43.3% | +62.8% | -19.6% | -2.3% |
| 3Y | +142.7% | +471.3% | -328.6% | -22.1% |
| 5Y | +126.2% | +290.3% | -164.1% | -14.0% |
| All | +1,162.1% | +779.3% | +382.8% | +182.4% |
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