+144.8%
MS vs TSCO
-2.4%
+147.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | +2.5% | +1.7% | +0.8% | +2.0% |
| 30D | 0.0% | +2.8% | -2.9% | -0.8% |
| 3M | +2.4% | +17.9% | -15.5% | -2.4% |
| 6M | +36.4% | -28.6% | +65.0% | +49.5% |
| YTD | +23.8% | -28.0% | +51.9% | +34.5% |
| 1Y | +48.6% | -39.9% | +88.5% | +71.0% |
| 3Y | +179.1% | -14.0% | +193.1% | +178.2% |
| 5Y | +144.8% | -2.9% | +147.7% | +132.0% |
| All | +144.8% | -2.4% | +147.2% | +132.0% |
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