+376.3%
AMD vs TSCO
-2.4%
+378.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +5.0% | +5.6% |
| 7D | +10.0% | +1.7% | +8.4% | +9.4% |
| 30D | +4.6% | +2.8% | +1.8% | +3.4% |
| 3M | +3.1% | +17.9% | -14.8% | -3.5% |
| 6M | +162.8% | -28.6% | +191.4% | +200.2% |
| YTD | +136.2% | -28.0% | +164.2% | +166.1% |
| 1Y | +234.0% | -39.9% | +273.9% | +309.5% |
| 3Y | +376.7% | -14.0% | +390.7% | +354.9% |
| 5Y | +376.3% | -2.9% | +379.3% | +304.4% |
| All | +376.3% | -2.4% | +378.7% | +304.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling