+593.1%
MA vs TSCO
+198.9%
+394.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +9.6% | +11.3% | -1.7% | +6.4% |
| 3M | +16.8% | +1.5% | +15.3% | +16.0% |
| 6M | +35.2% | +24.0% | +11.2% | +26.7% |
| YTD | +16.6% | -25.7% | +42.2% | +24.7% |
| 1Y | +19.8% | -33.6% | +53.3% | +32.3% |
| 3Y | +70.7% | -1.5% | +72.2% | +63.8% |
| 5Y | +87.4% | -9.6% | +97.0% | +81.0% |
| All | +593.1% | +198.9% | +394.2% | +357.3% |
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