-26.5%
TMUS vs TSCO
-40.6%
+14.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.5% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +5.3% | +5.5% | -0.2% | +4.8% |
| 3M | +3.1% | +20.0% | -16.8% | +1.6% |
| 6M | -16.5% | -29.8% | +13.3% | -14.4% |
| YTD | -9.2% | -28.7% | +19.5% | -7.7% |
| 1Y | -26.5% | -40.9% | +14.4% | -21.4% |
| All | -26.5% | -40.6% | +14.2% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling