+142.7%
AMAT vs TSN
+42.3%
+100.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.0% |
| 7D | -14.7% | +4.6% | -19.3% | -13.7% |
| 30D | -36.1% | +15.4% | -51.5% | -33.8% |
| 3M | -36.9% | +2.9% | -39.8% | -36.1% |
| 6M | -22.2% | -10.8% | -11.4% | -21.6% |
| YTD | +29.9% | +4.5% | +25.5% | +33.0% |
| 1Y | +43.3% | +19.5% | +23.7% | +48.2% |
| 3Y | +142.7% | +42.2% | +100.5% | +154.6% |
| All | +142.7% | +42.3% | +100.4% | +154.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling