+234.4%
AMD vs TSCO
-41.8%
+276.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.7% | +6.7% | +2.1% |
| 7D | +14.0% | -2.5% | +16.5% | +13.3% |
| 30D | +11.0% | -1.1% | +12.1% | +10.8% |
| 3M | +9.6% | +14.3% | -4.7% | +13.5% |
| 6M | +157.1% | -31.9% | +189.0% | +151.8% |
| YTD | +143.3% | -30.7% | +174.0% | +139.7% |
| 1Y | +234.4% | -41.1% | +275.5% | +190.7% |
| All | +234.4% | -41.8% | +276.2% | +190.7% |
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 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