+165.0%
AMAT vs TNA
+139.4%
+25.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +9.6% | +1.7% | +7.2% |
| 7D | -1.1% | +2.3% | -3.4% | -1.7% |
| 30D | -26.9% | +1.4% | -28.3% | -27.1% |
| 3M | -31.2% | -21.1% | -10.1% | -24.1% |
| 6M | -14.7% | -9.4% | -5.3% | -10.3% |
| YTD | +44.7% | +29.6% | +15.1% | +32.4% |
| 1Y | +62.0% | +34.6% | +27.3% | +45.6% |
| 3Y | +165.0% | +155.9% | +9.1% | +90.2% |
| All | +165.0% | +139.4% | +25.6% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling