+245.7%
TSM vs AMAT
+152.5%
+93.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.4% | -7.9% | -2.9% |
| 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% | +12.6% |
| 6M | -5.1% | -14.7% | +9.6% | -2.1% |
| YTD | +28.9% | +44.7% | -15.8% | -4.5% |
| 1Y | +37.1% | +62.0% | -24.9% | -5.3% |
| 3Y | +341.5% | +165.0% | +176.5% | +118.5% |
| 5Y | +245.7% | +147.1% | +98.6% | +64.9% |
| All | +245.7% | +152.5% | +93.2% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling