+96,674.4%
AMAT vs TSN
+1,057.8%
+95,616.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.1% | -13.7% | -13.6% |
| 7D | -24.3% | +6.9% | -31.1% | -25.6% |
| 30D | -39.8% | +15.7% | -55.5% | -42.1% |
| 3M | -40.2% | +4.3% | -44.4% | -41.1% |
| 6M | -22.1% | -10.6% | -11.5% | -20.9% |
| YTD | +24.7% | +5.2% | +19.5% | +20.8% |
| 1Y | +33.3% | +18.7% | +14.6% | +25.0% |
| 3Y | +133.9% | +41.8% | +92.1% | +105.1% |
| 5Y | +117.1% | -13.6% | +130.6% | +115.6% |
| 10Y | +1,158.7% | +16.2% | +1,142.4% | +1,022.3% |
| All | +96,674.4% | +1,057.8% | +95,616.6% | +35,185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling