+22.5%
MA vs TSCO
-28.6%
+51.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.2% | -0.3% | +3.3% |
| 7D | +10.2% | +15.7% | -5.5% | +7.9% |
| 30D | +19.3% | +16.4% | +2.9% | +16.9% |
| 3M | +18.0% | +11.2% | +6.8% | +16.0% |
| 6M | +33.7% | +14.9% | +18.8% | +30.6% |
| YTD | +18.6% | -25.4% | +44.0% | +15.3% |
| 1Y | +22.5% | -29.4% | +51.9% | +19.6% |
| All | +22.5% | -28.6% | +51.1% | +19.6% |
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