+14,196.2%
AMAT vs TSEM
-34.4%
+14,230.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -12.0% | -1.6% | -10.6% |
| 7D | -24.3% | -30.3% | +6.0% | -17.2% |
| 30D | -39.8% | -49.3% | +9.5% | -29.0% |
| 3M | -40.2% | -38.0% | -2.2% | -33.3% |
| 6M | -22.1% | -41.9% | +19.8% | -12.2% |
| YTD | +24.7% | +11.6% | +13.1% | +19.4% |
| 1Y | +33.3% | +50.5% | -17.2% | +18.5% |
| 3Y | +133.9% | +445.3% | -311.5% | +53.5% |
| 5Y | +117.1% | +272.2% | -155.2% | +53.6% |
| 10Y | +1,158.7% | +748.9% | +409.7% | +655.1% |
| All | +14,196.2% | -34.4% | +14,230.6% | +8,523.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling