+193.4%
AMAT vs TNA
+59.1%
+134.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.8% |
| 7D | +7.0% | +4.1% | +2.9% | +4.2% |
| 30D | -12.2% | -7.6% | -4.6% | -8.0% |
| 3M | -3.8% | +8.1% | -11.9% | -7.2% |
| 6M | +45.9% | +49.0% | -3.1% | +18.7% |
| YTD | +84.6% | +51.7% | +32.9% | +48.4% |
| 1Y | +193.4% | +59.6% | +133.8% | +127.1% |
| All | +193.4% | +59.1% | +134.2% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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