+73.7%
AMAT vs TLN
-1.4%
+75.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.9% | +1.2% | +3.6% |
| 7D | +7.0% | +15.9% | -8.9% | -0.3% |
| 30D | -20.6% | -0.3% | -20.3% | -20.6% |
| 3M | -24.8% | +5.8% | -30.6% | -27.6% |
| 6M | -10.7% | -1.2% | -9.5% | -11.7% |
| YTD | +54.3% | +1.0% | +53.2% | +46.1% |
| 1Y | +73.7% | +1.1% | +72.6% | +65.3% |
| All | +73.7% | -1.4% | +75.1% | +65.3% |
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