+113.2%
MS vs TSCO
-10.0%
+123.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -1.6% | +7.1% | -8.7% | -3.2% |
| 30D | -3.8% | +11.8% | -15.6% | -6.6% |
| 3M | -14.6% | +7.4% | -22.0% | -16.4% |
| 6M | -5.1% | +13.4% | -18.5% | -8.9% |
| YTD | +4.5% | -25.9% | +30.4% | +12.6% |
| 1Y | +13.5% | -29.9% | +43.4% | +24.6% |
| 3Y | +160.4% | -3.4% | +163.8% | +149.2% |
| All | +113.2% | -10.0% | +123.2% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling