+61.4%
AMAT vs TSN
+19.9%
+41.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -0.9% |
| 7D | -11.2% | +8.4% | -19.6% | -7.8% |
| 30D | -31.9% | +16.1% | -48.0% | -27.3% |
| 3M | -32.3% | +3.2% | -35.5% | -31.0% |
| 6M | -5.4% | -11.1% | +5.7% | -2.5% |
| YTD | +44.3% | +5.1% | +39.2% | +53.0% |
| 1Y | +61.4% | +19.4% | +42.0% | +69.6% |
| All | +61.4% | +19.9% | +41.4% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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