+73.0%
IBM vs TSCO
-18.6%
+91.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.3% |
| 7D | -0.3% | -3.1% | +2.8% | +0.1% |
| 30D | -1.8% | -4.4% | +2.5% | -1.3% |
| 3M | -13.5% | +9.7% | -23.2% | -14.9% |
| 6M | -5.1% | -32.4% | +27.3% | +0.1% |
| YTD | -19.4% | -31.7% | +12.3% | -15.8% |
| 1Y | -6.5% | -41.3% | +34.7% | +0.8% |
| All | +73.0% | -18.6% | +91.6% | +80.3% |
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