+61.4%
AMAT vs TSCO
-28.6%
+90.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -2.6% |
| 7D | -11.2% | +15.7% | -26.9% | -9.4% |
| 30D | -31.9% | +16.4% | -48.3% | -30.5% |
| 3M | -32.3% | +11.2% | -43.6% | -31.1% |
| 6M | -5.4% | +14.9% | -20.3% | -2.9% |
| YTD | +44.3% | -25.4% | +69.7% | +49.2% |
| 1Y | +61.4% | -29.4% | +90.7% | +67.8% |
| All | +61.4% | -28.6% | +90.0% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling