+247.2%
AMAT vs TNA
-22.2%
+269.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.0% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -14.8% | -4.9% | -9.9% | -13.1% |
| 3M | -9.3% | +0.4% | -9.6% | -8.7% |
| 6M | +27.4% | +32.5% | -5.1% | +13.9% |
| YTD | +77.6% | +53.7% | +23.8% | +49.4% |
| 1Y | +188.9% | +65.1% | +123.8% | +134.3% |
| 3Y | +202.3% | +98.4% | +103.8% | +100.1% |
| All | +247.2% | -22.2% | +269.4% | +202.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling