+296.9%
TSM vs AMAT
+132.8%
+164.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -13.6% | +2.8% | -3.3% |
| 7D | -18.2% | -24.3% | +6.1% | -4.7% |
| 30D | -26.8% | -39.8% | +13.0% | -3.8% |
| 3M | -14.5% | -40.2% | +25.7% | +12.0% |
| 6M | -10.0% | -22.1% | +12.1% | -3.0% |
| YTD | +17.1% | +24.7% | -7.6% | -6.6% |
| 1Y | +21.5% | +33.3% | -11.7% | -7.4% |
| All | +296.9% | +132.8% | +164.1% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling