+348.0%
AMD vs TSCO
-14.7%
+362.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.6% |
| 7D | +2.6% | +0.8% | +1.8% | +2.5% |
| 30D | -0.9% | +5.5% | -6.4% | -1.7% |
| 3M | -8.7% | +20.0% | -28.7% | -11.3% |
| 6M | +136.3% | -29.8% | +166.1% | +159.0% |
| YTD | +123.0% | -28.7% | +151.7% | +141.3% |
| 1Y | +195.2% | -40.9% | +236.1% | +240.0% |
| All | +348.0% | -14.7% | +362.7% | +390.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling