+196.8%
TSCO vs AMBA
-0.9%
+197.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +0.3% | +2.7% | -2.4% | 0.0% |
| 30D | +11.3% | -2.2% | +13.5% | +11.3% |
| 3M | +1.5% | -26.6% | +28.1% | +4.5% |
| 6M | +24.0% | -26.8% | +50.7% | +25.3% |
| YTD | -25.7% | -15.1% | -10.6% | -27.0% |
| 1Y | -33.6% | -32.3% | -1.3% | -33.0% |
| 3Y | -1.5% | +19.8% | -21.3% | -12.6% |
| 5Y | -9.6% | -69.2% | +59.6% | -8.5% |
| All | +196.8% | -0.9% | +197.7% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling