+9.0%
MSFT vs TSCO
-28.6%
+37.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.2% | +2.5% | +6.3% |
| 7D | +4.7% | +15.7% | -11.1% | +3.2% |
| 30D | +5.8% | +16.4% | -10.6% | +4.1% |
| 3M | +13.0% | +11.2% | +1.8% | +11.7% |
| 6M | +34.9% | +14.9% | +20.0% | +32.7% |
| YTD | +15.7% | -25.4% | +41.1% | +22.9% |
| 1Y | +9.0% | -29.4% | +38.3% | +14.9% |
| All | +9.0% | -28.6% | +37.6% | +14.9% |
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