+15,106.4%
AMAT vs TSCO
+51,687.6%
-36,581.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.3% |
| 7D | -14.7% | +7.1% | -21.8% | -15.6% |
| 30D | -36.1% | +11.8% | -47.9% | -37.2% |
| 3M | -36.9% | +7.4% | -44.2% | -37.7% |
| 6M | -22.2% | +13.4% | -35.6% | -24.1% |
| YTD | +29.9% | -25.9% | +55.8% | +33.9% |
| 1Y | +43.3% | -29.9% | +73.2% | +48.7% |
| 3Y | +142.7% | -3.4% | +146.0% | +140.2% |
| 5Y | +126.2% | -9.4% | +135.6% | +125.6% |
| 10Y | +1,211.7% | +227.1% | +984.7% | +1,011.7% |
| All | +15,106.4% | +51,687.6% | -36,581.2% | +8,893.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling