+103.4%
AMGN vs TSCO
-11.8%
+115.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -13.7% | -5.7% | -8.0% | -12.7% |
| 30D | -8.8% | -8.8% | 0.0% | -7.1% |
| 3M | +7.2% | +6.3% | +0.9% | +5.6% |
| 6M | +1.3% | -32.3% | +33.5% | +9.6% |
| YTD | +17.6% | -32.7% | +50.3% | +27.3% |
| 1Y | +37.2% | -43.7% | +80.8% | +53.8% |
| 3Y | +57.7% | -19.7% | +77.4% | +64.6% |
| All | +103.4% | -11.8% | +115.3% | +110.1% |
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