+73.5%
MSFT vs TSCO
-9.4%
+82.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | -3.5% | -3.1% | -0.3% | -2.7% |
| 30D | -2.1% | -4.4% | +2.3% | -1.0% |
| 3M | +24.2% | +9.7% | +14.5% | +20.6% |
| 6M | +21.9% | -32.4% | +54.3% | +35.4% |
| YTD | +2.5% | -31.7% | +34.1% | +13.3% |
| 1Y | -0.8% | -41.3% | +40.5% | +14.8% |
| 3Y | +50.8% | -18.3% | +69.1% | +49.8% |
| 5Y | +73.5% | -10.3% | +83.8% | +60.3% |
| All | +73.5% | -9.4% | +82.9% | +60.3% |
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