+199.6%
ARM vs TSCO
-10.6%
+210.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.5% |
| 7D | +9.1% | +0.3% | +8.8% | +9.0% |
| 30D | -19.9% | +11.3% | -31.3% | -22.8% |
| 3M | -31.6% | +1.5% | -33.1% | -32.1% |
| 6M | -13.9% | +24.0% | -37.8% | -20.9% |
| YTD | +74.3% | -25.7% | +100.0% | +94.7% |
| 1Y | +35.8% | -33.6% | +69.3% | +59.9% |
| 3Y | +268.6% | -1.5% | +270.1% | +218.3% |
| All | +199.6% | -10.6% | +210.2% | +207.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling