+808.3%
IWM vs TSCO
+22,055.6%
-21,247.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | -1.3% | +5.5% | -6.7% | -2.9% |
| 3M | +1.6% | +20.0% | -18.3% | -4.3% |
| 6M | +13.6% | -29.8% | +43.3% | +25.2% |
| YTD | +20.8% | -28.7% | +49.4% | +32.0% |
| 1Y | +26.4% | -40.9% | +67.3% | +46.3% |
| 3Y | +60.7% | -15.9% | +76.6% | +64.5% |
| 5Y | +38.2% | -3.5% | +41.7% | +33.8% |
| 10Y | +169.5% | +142.2% | +27.3% | +90.5% |
| All | +808.3% | +22,055.6% | -21,247.3% | +138.2% |
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