+158.2%
AMAT vs TSN
-13.7%
+171.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -2.5% | +5.8% | -8.3% | -2.9% |
| 30D | -26.5% | +12.8% | -39.4% | -27.3% |
| 3M | -28.6% | +6.5% | -35.0% | -28.9% |
| 6M | -14.2% | -10.3% | -4.0% | -12.5% |
| YTD | +45.5% | +5.5% | +39.9% | +43.5% |
| 1Y | +59.3% | +15.8% | +43.6% | +53.8% |
| 3Y | +153.1% | +42.5% | +110.6% | +118.7% |
| 5Y | +158.2% | -14.3% | +172.5% | +195.2% |
| All | +158.2% | -13.7% | +171.9% | +195.2% |
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