+228.9%
ARM vs TSCO
-3.3%
+232.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.9% |
| 7D | -15.2% | +7.1% | -22.3% | -16.8% |
| 30D | -40.7% | +11.8% | -52.5% | -42.7% |
| 3M | -39.1% | +7.4% | -46.5% | -40.6% |
| 6M | -26.4% | +13.4% | -39.8% | -29.6% |
| YTD | +59.7% | -25.9% | +85.6% | +77.7% |
| 1Y | +10.3% | -29.9% | +40.2% | +25.4% |
| 3Y | +228.9% | -3.4% | +232.2% | +213.7% |
| All | +228.9% | -3.3% | +232.1% | +213.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling