+107.8%
META vs TSCO
-14.6%
+122.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +6.0% | +1.7% | +4.4% | +5.9% |
| 30D | +3.6% | +2.8% | +0.8% | +3.3% |
| 3M | +4.9% | +17.9% | -13.0% | +3.1% |
| 6M | -4.7% | -28.6% | +23.9% | -1.9% |
| YTD | -6.9% | -28.0% | +21.2% | -5.1% |
| 1Y | -18.2% | -39.9% | +21.7% | -14.4% |
| 3Y | +107.8% | -14.0% | +121.7% | +113.9% |
| All | +107.8% | -14.6% | +122.3% | +113.9% |
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