+16.7%
STM vs TSCO
-2.3%
+19.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +12.0% | +0.3% | +11.7% | +12.0% |
| 30D | -0.4% | +11.3% | -11.7% | -2.4% |
| 3M | -13.2% | +1.5% | -14.7% | -13.5% |
| 6M | -26.1% | +24.0% | -50.0% | -30.8% |
| YTD | +81.2% | -25.7% | +106.9% | +106.7% |
| 1Y | +98.3% | -33.6% | +131.9% | +137.7% |
| 3Y | +16.7% | -1.5% | +18.3% | +12.2% |
| All | +16.7% | -2.3% | +19.0% | +12.2% |
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