+4,007.4%
IBM vs TSCO
+51,830.1%
-47,822.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +9.2% | +11.3% | -2.1% | +8.3% |
| 3M | +4.9% | +1.5% | +3.5% | +4.7% |
| 6M | +16.8% | +24.0% | -7.2% | +14.7% |
| YTD | -14.3% | -25.7% | +11.4% | -12.8% |
| 1Y | -16.7% | -33.6% | +16.8% | -14.5% |
| 3Y | +82.2% | -1.5% | +83.8% | +81.2% |
| 5Y | +149.9% | -9.6% | +159.6% | +148.9% |
| 10Y | +142.6% | +200.8% | -58.2% | +121.3% |
| All | +4,007.4% | +51,830.1% | -47,822.7% | +3,117.3% |
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