+126.7%
AMAT vs TSCO
-9.7%
+136.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 7D | -14.7% | +7.1% | -21.8% | -16.6% |
| 30D | -36.1% | +11.8% | -47.9% | -38.7% |
| 3M | -36.9% | +7.4% | -44.2% | -38.8% |
| 6M | -22.2% | +13.4% | -35.6% | -26.6% |
| YTD | +29.9% | -25.9% | +55.8% | +43.3% |
| 1Y | +43.3% | -29.9% | +73.2% | +61.7% |
| 3Y | +142.7% | -3.4% | +146.0% | +123.0% |
| All | +126.7% | -9.7% | +136.4% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling