-22.1%
AMAT vs TLN
-19.0%
-3.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.2% | -10.3% | -11.7% |
| 7D | -24.3% | -9.4% | -14.9% | -19.9% |
| 30D | -39.8% | -15.2% | -24.5% | -34.0% |
| 3M | -40.2% | -4.1% | -36.1% | -40.0% |
| 6M | -22.1% | -17.8% | -4.3% | -13.8% |
| All | -22.1% | -19.0% | -3.1% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling