+1,598.5%
TSM vs AMAT
+1,318.9%
+279.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.7% |
| 7D | -2.1% | -2.5% | +0.4% | -1.0% |
| 30D | -12.5% | -26.5% | +14.0% | +2.3% |
| 3M | -5.0% | -28.6% | +23.6% | +12.0% |
| 6M | -3.2% | -14.2% | +11.0% | +0.1% |
| YTD | +31.5% | +45.5% | -14.0% | +0.7% |
| 1Y | +35.7% | +59.3% | -23.6% | -1.4% |
| 3Y | +323.5% | +153.1% | +170.4% | +132.8% |
| 5Y | +263.4% | +158.2% | +105.2% | +89.2% |
| 10Y | +1,598.5% | +1,370.8% | +227.7% | +277.6% |
| All | +1,598.5% | +1,318.9% | +279.6% | +277.6% |
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