+644.6%
STM vs TSCO
+190.2%
+454.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.0% |
| 7D | -1.1% | -3.1% | +2.1% | +0.2% |
| 30D | -7.8% | -4.4% | -3.5% | -6.4% |
| 3M | -28.2% | +9.7% | -37.9% | -31.7% |
| 6M | +52.0% | -32.4% | +84.4% | +77.5% |
| YTD | +96.4% | -31.7% | +128.0% | +127.5% |
| 1Y | +98.8% | -41.3% | +140.1% | +146.3% |
| 3Y | +18.3% | -18.3% | +36.6% | +22.4% |
| 5Y | +17.7% | -10.3% | +28.0% | +14.3% |
| All | +644.6% | +190.2% | +454.4% | +403.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling