+79.4%
AMZN vs TSCO
-19.8%
+99.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.2% |
| 7D | -0.7% | -5.7% | +5.0% | +0.1% |
| 30D | -3.9% | -8.8% | +4.8% | -2.7% |
| 3M | +6.3% | +6.3% | 0.0% | +5.3% |
| 6M | +20.8% | -32.3% | +53.0% | +27.5% |
| YTD | +11.2% | -32.7% | +43.9% | +17.1% |
| 1Y | +11.7% | -43.7% | +55.3% | +21.4% |
| 3Y | +79.4% | -19.7% | +99.1% | +89.4% |
| All | +79.4% | -19.8% | +99.3% | +89.4% |
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 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