+42.3%
AMAT vs TNA
+17.8%
+24.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +2.4% |
| 7D | -14.7% | -7.0% | -7.7% | -10.4% |
| 30D | -36.1% | -6.4% | -29.7% | -33.2% |
| 3M | -36.9% | -25.7% | -11.2% | -24.0% |
| 6M | -22.2% | -19.7% | -2.5% | -9.9% |
| YTD | +29.9% | +18.3% | +11.7% | +23.0% |
| All | +42.3% | +17.8% | +24.5% | +34.0% |
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