+7,765.4%
AMD vs TSCO
+198.9%
+7,566.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.3% | -8.6% |
| 7D | +18.9% | +0.3% | +18.7% | +18.9% |
| 30D | -6.4% | +11.3% | -17.8% | -11.1% |
| 3M | +10.6% | +1.5% | +9.1% | +8.7% |
| 6M | +19.9% | +24.0% | -4.1% | +6.8% |
| YTD | +149.4% | -25.7% | +175.1% | +174.3% |
| 1Y | +115.4% | -33.6% | +148.9% | +149.5% |
| 3Y | +357.3% | -1.5% | +358.8% | +317.3% |
| 5Y | +261.1% | -9.6% | +270.7% | +238.6% |
| All | +7,765.4% | +198.9% | +7,566.5% | +5,063.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling