+322.0%
TSM vs AMAT
+142.6%
+179.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.2% | +2.1% | +4.0% |
| 7D | -7.6% | -14.7% | +7.2% | +0.9% |
| 30D | -20.5% | -36.1% | +15.6% | +1.2% |
| 3M | -10.0% | -36.9% | +26.9% | +14.5% |
| 6M | -10.1% | -22.2% | +12.1% | -2.8% |
| YTD | +24.5% | +29.9% | -5.4% | -2.9% |
| 1Y | +31.2% | +43.3% | -12.1% | -4.1% |
| 3Y | +322.0% | +142.7% | +179.3% | +119.9% |
| All | +322.0% | +142.6% | +179.4% | +119.9% |
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