+67.6%
MA vs TSCO
-9.4%
+77.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -3.5% | -3.1% | -0.4% | -2.8% |
| 30D | +0.7% | -4.4% | +5.1% | +1.7% |
| 3M | +15.8% | +9.7% | +6.1% | +13.0% |
| 6M | +10.2% | -32.4% | +42.6% | +20.6% |
| YTD | -0.5% | -31.7% | +31.2% | +7.9% |
| 1Y | -1.8% | -41.3% | +39.5% | +10.8% |
| 3Y | +38.7% | -18.3% | +57.1% | +38.9% |
| 5Y | +67.6% | -10.3% | +77.9% | +58.4% |
| All | +67.6% | -9.4% | +77.0% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling