+87.7%
ARM vs TSCO
-41.8%
+129.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.3% |
| 7D | +12.5% | -2.5% | +15.0% | +12.7% |
| 30D | -1.4% | -1.1% | -0.2% | -1.3% |
| 3M | -18.7% | +14.3% | -32.9% | -19.2% |
| 6M | +124.6% | -31.9% | +156.5% | +130.8% |
| YTD | +141.7% | -30.7% | +172.4% | +151.0% |
| 1Y | +87.7% | -41.1% | +128.7% | +77.7% |
| All | +87.7% | -41.8% | +129.4% | +77.7% |
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