+147.1%
AMAT vs TNA
-44.7%
+191.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -24.0% |
| 6M | -14.7% | -9.4% | -5.3% | -10.4% |
| YTD | +44.7% | +29.6% | +15.1% | +30.9% |
| 1Y | +62.0% | +34.6% | +27.3% | +43.6% |
| 3Y | +165.0% | +155.9% | +9.1% | +58.5% |
| 5Y | +147.1% | -44.2% | +191.3% | +140.1% |
| All | +147.1% | -44.7% | +191.8% | +140.1% |
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 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