+19.3%
ARM vs TSCO
-28.6%
+48.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.2% | -9.5% | -5.0% |
| 7D | -18.7% | +15.7% | -34.4% | -18.3% |
| 30D | -36.7% | +16.4% | -53.1% | -36.5% |
| 3M | -31.6% | +11.2% | -42.8% | -31.3% |
| 6M | -5.6% | +14.9% | -20.6% | -4.6% |
| YTD | +75.5% | -25.4% | +100.9% | +86.1% |
| 1Y | +19.3% | -29.4% | +48.7% | +24.8% |
| All | +19.3% | -28.6% | +48.0% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling