+13,824.1%
MA vs TSCO
+1,422.7%
+12,401.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -2.7% | +0.8% | -3.5% | -3.0% |
| 30D | +1.5% | +5.5% | -3.9% | -0.3% |
| 3M | +20.4% | +20.0% | +0.5% | +12.9% |
| 6M | +11.1% | -29.8% | +40.9% | +23.9% |
| YTD | +2.0% | -28.7% | +30.6% | +12.3% |
| 1Y | -2.2% | -40.9% | +38.8% | +14.7% |
| 3Y | +41.9% | -15.9% | +57.8% | +43.8% |
| 5Y | +75.4% | -3.5% | +78.8% | +65.2% |
| 10Y | +527.5% | +142.2% | +385.3% | +296.5% |
| All | +13,824.1% | +1,422.7% | +12,401.4% | +3,559.8% |
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