+1,593.7%
META vs TSCO
+379.2%
+1,214.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +4.3% |
| 7D | +5.7% | +5.9% | -0.2% | +4.1% |
| 30D | -10.8% | +11.0% | -21.7% | -13.5% |
| 3M | +8.4% | +9.0% | -0.6% | +5.3% |
| 6M | +5.4% | +23.9% | -18.5% | -1.7% |
| YTD | -2.6% | -23.7% | +21.2% | +3.2% |
| 1Y | +3.5% | -29.4% | +32.9% | +12.2% |
| 3Y | +102.0% | +1.6% | +100.4% | +89.6% |
| 5Y | +93.1% | -7.1% | +100.2% | +84.8% |
| 10Y | +425.7% | +227.5% | +198.1% | +251.1% |
| All | +1,593.7% | +379.2% | +1,214.6% | +1,171.5% |
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