-40.2%
AMAT vs TSEM
-43.0%
+2.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -12.0% | -1.6% | -8.2% |
| 7D | -24.3% | -30.3% | +6.0% | -12.1% |
| 30D | -39.8% | -49.3% | +9.5% | -22.7% |
| 3M | -40.2% | -38.0% | -2.2% | -28.8% |
| All | -40.2% | -43.0% | +2.8% | -28.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling