+45.3%
MO vs TSCO
-28.6%
+74.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +0.5% |
| 7D | +6.9% | +15.7% | -8.8% | +3.7% |
| 30D | +14.9% | +16.4% | -1.5% | +11.4% |
| 3M | +16.4% | +11.2% | +5.2% | +13.7% |
| 6M | +9.6% | +14.9% | -5.3% | +6.2% |
| YTD | +41.8% | -25.4% | +67.3% | +52.7% |
| 1Y | +45.3% | -29.4% | +74.7% | +57.6% |
| All | +45.3% | -28.6% | +74.0% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling