+143.8%
IBM vs TSCO
+185.7%
-41.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.3% |
| 7D | +3.6% | -5.7% | +9.2% | +5.0% |
| 30D | +3.1% | -8.8% | +11.9% | +5.3% |
| 3M | -10.8% | +6.3% | -17.2% | -12.5% |
| 6M | -0.8% | -32.3% | +31.4% | +8.2% |
| YTD | -16.2% | -32.7% | +16.5% | -9.0% |
| 1Y | -2.9% | -43.7% | +40.8% | +10.4% |
| 3Y | +79.8% | -19.7% | +99.5% | +82.7% |
| 5Y | +124.9% | -11.6% | +136.5% | +116.1% |
| All | +143.8% | +185.7% | -41.9% | +63.4% |
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