+296.4%
ARM vs TSCO
-14.1%
+310.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.5% |
| 7D | +5.5% | +0.8% | +4.7% | +5.2% |
| 30D | -8.2% | +5.5% | -13.6% | -10.0% |
| 3M | -35.9% | +20.0% | -55.9% | -40.2% |
| 6M | +103.1% | -29.8% | +132.9% | +134.1% |
| YTD | +130.6% | -28.7% | +159.3% | +161.7% |
| 1Y | +86.1% | -40.9% | +127.0% | +130.7% |
| All | +296.4% | -14.1% | +310.6% | +312.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling