+19.6%
TMO vs TSCO
-19.8%
+39.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -0.6% | -5.7% | +5.0% | +0.9% |
| 30D | +1.1% | -8.8% | +9.9% | +3.7% |
| 3M | +28.3% | +6.3% | +22.0% | +25.7% |
| 6M | +23.3% | -32.3% | +55.5% | +35.7% |
| YTD | +5.5% | -32.7% | +38.1% | +15.8% |
| 1Y | +24.5% | -43.7% | +68.2% | +44.1% |
| 3Y | +19.6% | -19.7% | +39.2% | +20.4% |
| All | +19.6% | -19.8% | +39.4% | +20.4% |
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 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