+193.4%
AMAT vs TSCO
-40.1%
+233.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +4.0% |
| 7D | +7.0% | +1.7% | +5.3% | +7.1% |
| 30D | -12.2% | +2.8% | -15.0% | -12.1% |
| 3M | -3.8% | +17.9% | -21.7% | -3.3% |
| 6M | +45.9% | -28.6% | +74.5% | +50.7% |
| YTD | +84.6% | -28.0% | +112.7% | +89.2% |
| 1Y | +193.4% | -39.9% | +233.2% | +206.3% |
| All | +193.4% | -40.1% | +233.5% | +206.3% |
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