+1,237.1%
SMH vs TSCO
+21,467.1%
-20,230.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.0% |
| 7D | +1.4% | -3.1% | +4.5% | +2.4% |
| 30D | -2.2% | -4.4% | +2.2% | -0.9% |
| 3M | -1.9% | +9.7% | -11.6% | -5.3% |
| 6M | +41.0% | -32.4% | +73.4% | +58.1% |
| YTD | +55.6% | -31.7% | +87.2% | +73.0% |
| 1Y | +86.8% | -41.3% | +128.1% | +118.0% |
| 3Y | +277.7% | -18.3% | +296.0% | +287.2% |
| 5Y | +324.2% | -10.3% | +334.4% | +316.6% |
| 10Y | +1,828.6% | +188.5% | +1,640.1% | +1,148.5% |
| All | +1,237.1% | +21,467.1% | -20,230.0% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling