+99.6%
STM vs TSCO
-40.6%
+140.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +2.0% |
| 7D | +5.8% | +0.8% | +5.0% | +5.9% |
| 30D | -1.0% | +5.5% | -6.5% | -0.5% |
| 3M | -33.3% | +20.0% | -53.2% | -32.1% |
| 6M | +57.4% | -29.8% | +87.2% | +83.1% |
| YTD | +102.2% | -28.7% | +130.9% | +134.9% |
| 1Y | +99.6% | -40.9% | +140.5% | +137.1% |
| All | +99.6% | -40.6% | +140.2% | +137.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling