+11,133.4%
AMGN vs TSCO
+48,339.6%
-37,206.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.2% |
| 7D | -11.6% | -2.5% | -9.2% | -11.5% |
| 30D | -5.7% | -1.1% | -4.6% | -5.6% |
| 3M | +14.2% | +14.3% | -0.1% | +13.1% |
| 6M | +5.2% | -31.9% | +37.1% | +7.8% |
| YTD | +22.0% | -30.7% | +52.7% | +24.9% |
| 1Y | +43.6% | -41.1% | +84.7% | +48.7% |
| 3Y | +65.0% | -17.1% | +82.1% | +66.5% |
| 5Y | +112.0% | -7.5% | +119.6% | +111.5% |
| 10Y | +216.6% | +192.6% | +24.0% | +192.5% |
| All | +11,133.4% | +48,339.6% | -37,206.2% | +9,010.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling