+4,003.9%
TMO vs TSCO
+46,929.1%
-42,925.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | -0.6% | -5.7% | +5.0% | -0.1% |
| 30D | +1.1% | -8.8% | +9.9% | +2.0% |
| 3M | +28.3% | +6.3% | +22.0% | +27.5% |
| 6M | +23.3% | -32.3% | +55.5% | +27.7% |
| YTD | +5.5% | -32.7% | +38.1% | +9.2% |
| 1Y | +24.5% | -43.7% | +68.2% | +31.1% |
| 3Y | +19.6% | -19.7% | +39.2% | +21.4% |
| 5Y | +8.1% | -11.6% | +19.7% | +8.4% |
| 10Y | +336.7% | +184.1% | +152.7% | +294.1% |
| All | +4,003.9% | +46,929.1% | -42,925.3% | +2,841.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling