+123.0%
IBM vs TSCO
-11.8%
+134.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.2% |
| 7D | +3.6% | -5.7% | +9.2% | +4.5% |
| 30D | +3.1% | -8.8% | +11.9% | +4.5% |
| 3M | -10.8% | +6.3% | -17.2% | -11.9% |
| 6M | -0.8% | -32.3% | +31.4% | +4.9% |
| YTD | -16.2% | -32.7% | +16.5% | -11.8% |
| 1Y | -2.9% | -43.7% | +40.8% | +5.6% |
| 3Y | +79.8% | -19.7% | +99.5% | +82.1% |
| All | +123.0% | -11.8% | +134.9% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling