+3,730.9%
IBM vs TSCO
+50,177.4%
-46,446.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.3% |
| 7D | +0.3% | +1.7% | -1.4% | +0.2% |
| 30D | -1.5% | +2.8% | -4.3% | -1.7% |
| 3M | -16.8% | +17.9% | -34.7% | -17.8% |
| 6M | -9.0% | -28.6% | +19.6% | -6.9% |
| YTD | -20.1% | -28.0% | +8.0% | -18.4% |
| 1Y | -7.0% | -39.9% | +32.8% | -3.8% |
| 3Y | +72.4% | -14.0% | +86.4% | +73.1% |
| 5Y | +112.0% | -2.9% | +114.9% | +110.0% |
| 10Y | +131.6% | +199.5% | -67.9% | +111.6% |
| All | +3,730.9% | +50,177.4% | -46,446.5% | +2,910.3% |
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 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