+110.9%
MO vs TSCO
+185.7%
-74.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +0.1% | -5.7% | +5.8% | +1.1% |
| 30D | +7.1% | -8.8% | +15.9% | +8.7% |
| 3M | -2.0% | +6.3% | -8.3% | -3.0% |
| 6M | +7.3% | -32.3% | +39.6% | +13.7% |
| YTD | +23.5% | -32.7% | +56.2% | +30.9% |
| 1Y | +11.0% | -43.7% | +54.7% | +20.9% |
| 3Y | +95.0% | -19.7% | +114.7% | +97.8% |
| 5Y | +100.6% | -11.6% | +112.2% | +97.9% |
| All | +110.9% | +185.7% | -74.9% | +77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling