+1,707.5%
AMAT vs TSCO
+189.4%
+1,518.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.8% | +0.6% |
| 7D | +6.9% | -2.5% | +9.4% | +8.0% |
| 30D | -10.1% | -1.1% | -9.0% | -9.9% |
| 3M | -6.0% | +14.3% | -20.2% | -11.4% |
| 6M | +38.6% | -31.9% | +70.5% | +60.4% |
| YTD | +83.1% | -30.7% | +113.8% | +108.4% |
| 1Y | +188.3% | -41.1% | +229.4% | +251.9% |
| 3Y | +225.3% | -17.1% | +242.5% | +229.7% |
| 5Y | +262.0% | -7.5% | +269.5% | +242.1% |
| 10Y | +1,707.5% | +192.6% | +1,514.9% | +1,023.5% |
| All | +1,707.5% | +189.4% | +1,518.0% | +1,023.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling