+59.3%
AMAT vs TSCO
-29.2%
+88.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.6% |
| 7D | -2.5% | +6.8% | -9.3% | -1.5% |
| 30D | -26.5% | +11.3% | -37.8% | -25.1% |
| 3M | -28.6% | +9.1% | -37.6% | -27.1% |
| 6M | -14.2% | +24.2% | -38.4% | -11.8% |
| YTD | +45.5% | -23.5% | +69.0% | +50.6% |
| 1Y | +59.3% | -30.8% | +90.1% | +64.4% |
| All | +59.3% | -29.2% | +88.5% | +64.4% |
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