-4.6%
STM vs TSCO
-10.1%
+5.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +12.0% | +0.3% | +11.7% | +11.9% |
| 30D | -0.4% | +11.3% | -11.7% | -4.2% |
| 3M | -13.2% | +1.5% | -14.7% | -14.2% |
| 6M | -26.1% | +24.0% | -50.0% | -33.3% |
| YTD | +81.2% | -25.7% | +106.9% | +104.4% |
| 1Y | +98.3% | -33.6% | +131.9% | +136.0% |
| 3Y | +16.7% | -1.5% | +18.3% | +10.2% |
| All | -4.6% | -10.1% | +5.6% | -9.3% |
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