+11.0%
MO vs TSCO
-42.3%
+53.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.1% |
| 6M | +7.3% | -32.3% | +39.6% | +15.3% |
| YTD | +23.5% | -32.7% | +56.2% | +34.6% |
| 1Y | +11.0% | -43.7% | +54.7% | +22.1% |
| All | +11.0% | -42.3% | +53.3% | +22.1% |
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 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