+1,527.5%
META vs TSCO
+348.3%
+1,179.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +6.7% | +0.8% | +5.9% | +6.5% |
| 30D | +4.8% | +5.5% | -0.7% | +3.1% |
| 3M | -1.6% | +20.0% | -21.6% | -6.8% |
| 6M | -7.5% | -29.8% | +22.3% | +1.6% |
| YTD | -6.4% | -28.7% | +22.3% | +1.4% |
| 1Y | -17.3% | -40.9% | +23.6% | -5.3% |
| 3Y | +109.9% | -15.9% | +125.9% | +109.8% |
| 5Y | +65.4% | -3.5% | +68.8% | +57.2% |
| 10Y | +391.8% | +142.2% | +249.6% | +253.4% |
| All | +1,527.5% | +348.3% | +1,179.2% | +1,150.1% |
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 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