+980.0%
SMCI vs TSCO
-11.8%
+991.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.5% | +8.8% | +7.8% |
| 7D | +1.3% | -5.7% | +6.9% | +3.2% |
| 30D | +6.6% | -8.8% | +15.4% | +9.7% |
| 3M | +25.4% | +6.3% | +19.1% | +22.6% |
| 6M | +26.1% | -32.3% | +58.4% | +44.5% |
| YTD | +37.0% | -32.7% | +69.7% | +57.1% |
| 1Y | -8.8% | -43.7% | +34.9% | +11.7% |
| 3Y | +44.6% | -19.7% | +64.3% | +47.9% |
| All | +980.0% | -11.8% | +991.8% | +957.2% |
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 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