+21.1%
STM vs TSCO
-6.8%
+27.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.8% | +0.5% |
| 7D | +1.7% | -2.5% | +4.1% | +2.5% |
| 30D | -5.2% | -1.1% | -4.0% | -5.0% |
| 3M | -29.6% | +14.3% | -43.9% | -33.7% |
| 6M | +54.4% | -31.9% | +86.2% | +81.5% |
| YTD | +99.5% | -30.7% | +130.2% | +131.9% |
| 1Y | +100.8% | -41.1% | +141.8% | +151.6% |
| 3Y | +20.2% | -17.1% | +37.3% | +23.0% |
| 5Y | +21.1% | -7.5% | +28.7% | +11.3% |
| All | +21.1% | -6.8% | +27.9% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling