-12.7%
TSCO vs AMIX
-99.9%
+87.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.6% | +0.2% |
| 7D | +6.8% | +11.4% | -4.6% | +6.8% |
| 30D | +11.3% | -40.5% | +51.8% | +11.4% |
| 3M | +9.1% | -80.1% | +89.2% | +9.6% |
| 6M | +24.2% | -74.8% | +99.0% | +22.9% |
| YTD | -23.5% | -84.0% | +60.4% | -24.6% |
| 1Y | -30.8% | -89.7% | +59.0% | -31.8% |
| All | -12.7% | -99.9% | +87.3% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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