+182.4%
AMAT vs TLN
+683.0%
-500.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +7.2% | +4.1% | +8.6% |
| 7D | -1.1% | +9.1% | -10.1% | -4.2% |
| 30D | -26.9% | -4.1% | -22.8% | -25.7% |
| 3M | -31.2% | +4.4% | -35.6% | -32.8% |
| 6M | -14.7% | -6.0% | -8.7% | -13.5% |
| YTD | +44.7% | -3.1% | +47.8% | +43.3% |
| 1Y | +62.0% | -6.1% | +68.0% | +61.6% |
| 3Y | +165.0% | +575.3% | -410.4% | +36.1% |
| All | +182.4% | +683.0% | -500.7% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling