+69.6%
IWM vs TSCO
-2.3%
+71.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +2.3% | +11.3% | -9.1% | -0.6% |
| 3M | -8.3% | +1.5% | -9.8% | -8.8% |
| 6M | -1.3% | +24.0% | -25.3% | -7.6% |
| YTD | +13.5% | -25.7% | +39.2% | +23.1% |
| 1Y | +18.4% | -33.6% | +52.0% | +33.7% |
| 3Y | +69.6% | -1.5% | +71.1% | +44.8% |
| All | +69.6% | -2.3% | +71.9% | +44.8% |
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