+27.4%
AMAT vs TSCO
-31.1%
+58.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.4% |
| 7D | -1.5% | +0.8% | -2.3% | -1.5% |
| 30D | -14.8% | +5.5% | -20.2% | -14.6% |
| 3M | -9.3% | +20.0% | -29.2% | -8.3% |
| 6M | +27.4% | -29.8% | +57.2% | +37.5% |
| All | +27.4% | -31.1% | +58.5% | +37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling