+327.2%
SMH vs TSCO
-11.8%
+339.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.9% |
| 7D | +0.3% | -5.7% | +5.9% | +2.1% |
| 30D | -2.8% | -8.8% | +6.0% | -0.1% |
| 3M | -6.7% | +6.3% | -13.0% | -9.0% |
| 6M | +41.8% | -32.3% | +74.0% | +61.6% |
| YTD | +57.9% | -32.7% | +90.6% | +79.1% |
| 1Y | +87.6% | -43.7% | +131.3% | +128.6% |
| 3Y | +282.9% | -19.7% | +302.6% | +283.7% |
| All | +327.2% | -11.8% | +339.0% | +291.5% |
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