+61.4%
AMAT vs TLN
-17.6%
+79.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.5% | +5.3% | +0.9% |
| 7D | -11.2% | -6.0% | -5.2% | -8.6% |
| 30D | -31.9% | -1.5% | -30.3% | -32.0% |
| 3M | -32.3% | -3.9% | -28.5% | -32.0% |
| 6M | -5.4% | -15.0% | +9.6% | +0.7% |
| YTD | +44.3% | -12.8% | +57.1% | +46.7% |
| 1Y | +61.4% | -17.3% | +78.7% | +70.4% |
| All | +61.4% | -17.6% | +79.0% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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