+499.0%
MA vs TSCO
+190.2%
+308.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -3.5% | -3.1% | -0.4% | -2.7% |
| 30D | +0.7% | -4.4% | +5.1% | +1.8% |
| 3M | +15.8% | +9.7% | +6.1% | +12.6% |
| 6M | +10.2% | -32.4% | +42.6% | +21.8% |
| YTD | -0.5% | -31.7% | +31.2% | +9.0% |
| 1Y | -1.8% | -41.3% | +39.5% | +12.1% |
| 3Y | +38.7% | -18.3% | +57.1% | +40.8% |
| 5Y | +67.6% | -10.3% | +77.9% | +62.2% |
| All | +499.0% | +190.2% | +308.8% | +320.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling