+33.0%
TSM vs AMAT
+57.7%
-24.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.4% | -7.9% | -2.0% |
| 7D | -2.5% | -1.1% | -1.4% | -2.2% |
| 30D | -14.3% | -26.9% | +12.6% | -1.4% |
| 3M | -7.2% | -31.2% | +24.0% | +9.2% |
| 6M | -5.1% | -14.7% | +9.6% | -2.6% |
| YTD | +28.9% | +44.7% | -15.8% | -0.7% |
| All | +33.0% | +57.7% | -24.7% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling