+246.5%
AMAT vs TLN
+583.6%
-337.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.8% | +0.6% | +2.9% |
| 7D | -1.5% | +7.1% | -8.6% | -4.0% |
| 30D | -14.8% | -3.9% | -10.9% | -13.8% |
| 3M | -9.3% | -16.2% | +6.9% | -3.2% |
| 6M | +27.4% | -5.8% | +33.2% | +29.6% |
| YTD | +77.6% | -15.4% | +93.0% | +85.7% |
| 1Y | +188.9% | -16.7% | +205.6% | +202.8% |
| 3Y | +202.3% | +473.8% | -271.5% | +65.1% |
| All | +246.5% | +583.6% | -337.0% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling