+65.7%
AMGN vs TSCO
-28.6%
+94.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.7% |
| 7D | +5.9% | +15.7% | -9.8% | +2.2% |
| 30D | +18.7% | +16.4% | +2.3% | +14.2% |
| 3M | +23.4% | +11.2% | +12.2% | +19.9% |
| 6M | +49.7% | +14.9% | +34.8% | +44.1% |
| YTD | +49.2% | -25.4% | +74.6% | +64.7% |
| 1Y | +65.7% | -29.4% | +95.1% | +89.8% |
| All | +65.7% | -28.6% | +94.4% | +89.8% |
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