+147.1%
AMAT vs TSEM
+297.9%
-150.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.9% | +4.2% | +0.4% |
| 7D | +11.4% | +7.0% | +4.4% | +8.1% |
| 30D | -17.0% | -29.8% | +12.7% | -3.2% |
| 3M | -30.6% | -41.9% | +11.3% | -13.2% |
| 6M | -14.9% | -45.8% | +30.8% | +7.8% |
| YTD | +44.7% | +25.1% | +19.6% | +22.9% |
| 1Y | +66.9% | +48.2% | +18.7% | +31.0% |
| 3Y | +153.3% | +476.5% | -323.2% | +4.9% |
| All | +147.1% | +297.9% | -150.8% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling