+1,162.1%
AMAT vs TSN
+14.3%
+1,147.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 7D | -14.7% | +4.6% | -19.3% | -15.8% |
| 30D | -36.1% | +15.4% | -51.5% | -38.6% |
| 3M | -36.9% | +2.9% | -39.8% | -37.6% |
| 6M | -22.2% | -10.8% | -11.4% | -20.5% |
| YTD | +29.9% | +4.5% | +25.5% | +25.8% |
| 1Y | +43.3% | +19.5% | +23.7% | +32.5% |
| 3Y | +142.7% | +42.2% | +100.5% | +103.6% |
| 5Y | +126.2% | -14.2% | +140.4% | +128.6% |
| All | +1,162.1% | +14.3% | +1,147.8% | +991.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling