+1,502.2%
TSM vs AMAT
+1,305.6%
+196.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.4% | -7.9% | -2.5% |
| 7D | -2.5% | -1.1% | -1.4% | -2.2% |
| 30D | -14.3% | -26.9% | +12.6% | +0.6% |
| 3M | -7.2% | -31.2% | +24.0% | +11.6% |
| 6M | -5.1% | -14.7% | +9.6% | -1.6% |
| YTD | +28.9% | +44.7% | -15.8% | -1.1% |
| 1Y | +37.1% | +62.0% | -24.9% | -1.3% |
| 3Y | +341.5% | +165.0% | +176.5% | +136.9% |
| 5Y | +245.7% | +147.1% | +98.6% | +83.9% |
| 10Y | +1,502.2% | +1,315.3% | +187.0% | +250.3% |
| All | +1,502.2% | +1,305.6% | +196.6% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMAT.
Daily Out/Under-Performance
Portfolio return minus AMAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMAT 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 AMAT 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