+418.8%
META vs TSCO
+189.4%
+229.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.7% | +10.2% | +7.6% |
| 7D | +10.3% | -2.5% | +12.7% | +11.0% |
| 30D | +9.9% | -1.1% | +11.0% | +10.0% |
| 3M | +11.9% | +14.3% | -2.3% | +7.2% |
| 6M | +1.2% | -31.9% | +33.0% | +12.7% |
| YTD | -0.8% | -30.7% | +29.9% | +8.9% |
| 1Y | -14.3% | -41.1% | +26.7% | -0.9% |
| 3Y | +121.4% | -17.1% | +138.5% | +119.9% |
| 5Y | +74.5% | -7.5% | +82.0% | +64.8% |
| 10Y | +418.8% | +192.6% | +226.2% | +253.6% |
| All | +418.8% | +189.4% | +229.4% | +253.6% |
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 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