+5,148.0%
AMAT vs TNA
+749.6%
+4,398.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +3.2% |
| 7D | -14.7% | -7.0% | -7.7% | -12.3% |
| 30D | -36.1% | -6.4% | -29.7% | -34.5% |
| 3M | -36.9% | -25.7% | -11.2% | -29.9% |
| 6M | -22.2% | -19.7% | -2.5% | -15.3% |
| YTD | +29.9% | +18.3% | +11.7% | +22.9% |
| 1Y | +43.3% | +24.6% | +18.7% | +32.5% |
| 3Y | +142.7% | +112.8% | +29.8% | +68.7% |
| 5Y | +126.2% | -49.5% | +175.7% | +135.1% |
| 10Y | +1,211.7% | +76.4% | +1,135.4% | +617.5% |
| All | +5,148.0% | +749.6% | +4,398.5% | +1,044.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling