+317.5%
TMUS vs TSCO
+185.7%
+131.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.3% |
| 7D | +0.4% | -5.7% | +6.1% | +1.8% |
| 30D | +3.5% | -8.8% | +12.3% | +5.7% |
| 3M | -1.3% | +6.3% | -7.6% | -3.0% |
| 6M | -13.6% | -32.3% | +18.6% | -5.8% |
| YTD | -8.8% | -32.7% | +23.9% | -0.7% |
| 1Y | -22.9% | -43.7% | +20.8% | -12.3% |
| 3Y | +36.7% | -19.7% | +56.4% | +38.9% |
| 5Y | +46.6% | -11.6% | +58.2% | +42.1% |
| All | +317.5% | +185.7% | +131.8% | +204.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling