+13,634.3%
TSM vs AMAT
+4,781.0%
+8,853.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.5% | +0.5% |
| 7D | +2.7% | -1.5% | +4.2% | +3.5% |
| 30D | +3.6% | -14.8% | +18.4% | +12.7% |
| 3M | -3.4% | -9.3% | +5.9% | -1.5% |
| 6M | +20.6% | +27.4% | -6.8% | +0.9% |
| YTD | +41.9% | +77.6% | -35.7% | -2.4% |
| 1Y | +84.4% | +188.9% | -104.6% | -4.2% |
| 3Y | +380.2% | +202.3% | +177.9% | +136.1% |
| 5Y | +275.3% | +248.9% | +26.4% | +62.8% |
| 10Y | +1,751.4% | +1,585.2% | +166.2% | +191.7% |
| All | +13,634.3% | +4,781.0% | +8,853.3% | +1,044.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling