+170.1%
AMAT vs TSN
+44.5%
+125.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.7% | +5.9% |
| 7D | +7.0% | -0.3% | +7.2% | +6.9% |
| 30D | -20.6% | +11.8% | -32.4% | -18.3% |
| 3M | -24.8% | +7.1% | -31.8% | -23.2% |
| 6M | -10.7% | -9.2% | -1.6% | -9.9% |
| YTD | +54.3% | +4.8% | +49.5% | +58.2% |
| 1Y | +73.7% | +11.6% | +62.1% | +78.9% |
| All | +170.1% | +44.5% | +125.6% | +189.6% |
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