+19.6%
STM vs TSCO
-17.4%
+37.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.8% | 0.0% |
| 7D | +1.7% | -2.5% | +4.1% | +2.2% |
| 30D | -5.2% | -1.1% | -4.0% | -5.1% |
| 3M | -29.6% | +14.3% | -43.9% | -32.3% |
| 6M | +54.4% | -31.9% | +86.2% | +80.1% |
| YTD | +99.5% | -30.7% | +130.2% | +130.2% |
| 1Y | +100.8% | -41.1% | +141.8% | +148.0% |
| All | +19.6% | -17.4% | +37.0% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling