+20.7%
IWM vs TSCO
-41.4%
+62.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -2.5% | -3.1% | +0.6% | -2.2% |
| 30D | -4.4% | -4.4% | -0.1% | -3.9% |
| 3M | +2.2% | +9.7% | -7.4% | +1.0% |
| 6M | +14.0% | -32.4% | +46.4% | +21.9% |
| YTD | +17.4% | -31.7% | +49.0% | +23.5% |
| All | +20.7% | -41.4% | +62.1% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling