+102.0%
META vs TSCO
-0.4%
+102.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +4.9% |
| 7D | +5.7% | +5.9% | -0.2% | +5.3% |
| 30D | -10.8% | +11.0% | -21.7% | -11.4% |
| 3M | +8.4% | +9.0% | -0.6% | +7.8% |
| 6M | +5.4% | +23.9% | -18.5% | +3.6% |
| YTD | -2.6% | -23.7% | +21.2% | -1.6% |
| 1Y | +3.5% | -29.4% | +32.9% | +5.6% |
| 3Y | +102.0% | +1.6% | +100.4% | +97.1% |
| All | +102.0% | -0.4% | +102.4% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling