+126.7%
AMAT vs TSN
-14.6%
+141.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.3% |
| 7D | -14.7% | +4.6% | -19.3% | -15.0% |
| 30D | -36.1% | +15.4% | -51.5% | -36.9% |
| 3M | -36.9% | +2.9% | -39.8% | -37.0% |
| 6M | -22.2% | -10.8% | -11.4% | -20.6% |
| YTD | +29.9% | +4.5% | +25.5% | +28.3% |
| 1Y | +43.3% | +19.5% | +23.7% | +37.1% |
| 3Y | +142.7% | +42.2% | +100.5% | +109.4% |
| All | +126.7% | -14.6% | +141.3% | +160.1% |
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