+147.1%
AMAT vs TSN
-14.8%
+161.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.7% |
| 7D | +11.4% | -1.4% | +12.8% | +11.5% |
| 30D | -17.0% | +8.5% | -25.5% | -17.6% |
| 3M | -30.6% | +5.3% | -35.9% | -30.9% |
| 6M | -14.9% | -10.5% | -4.4% | -13.4% |
| YTD | +44.7% | +3.0% | +41.7% | +42.9% |
| 1Y | +66.9% | +12.1% | +54.8% | +61.6% |
| 3Y | +153.3% | +43.1% | +110.2% | +115.9% |
| All | +147.1% | -14.8% | +161.9% | +182.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling