+878.4%
MSFT vs TSCO
+185.7%
+692.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.2% |
| 7D | -0.8% | -5.7% | +4.8% | +1.1% |
| 30D | +0.8% | -8.8% | +9.6% | +3.9% |
| 3M | +27.2% | +6.3% | +20.9% | +24.0% |
| 6M | +22.9% | -32.3% | +55.2% | +39.1% |
| YTD | +3.1% | -32.7% | +35.8% | +16.7% |
| 1Y | -0.3% | -43.7% | +43.4% | +20.0% |
| 3Y | +50.1% | -19.7% | +69.8% | +52.8% |
| 5Y | +74.6% | -11.6% | +86.3% | +67.1% |
| All | +878.4% | +185.7% | +692.6% | +509.2% |
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