+237.8%
TMUS vs TSCO
+198.9%
+38.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | +7.7% | +11.3% | -3.6% | +5.0% |
| 3M | -6.8% | +1.5% | -8.3% | -7.3% |
| 6M | -9.7% | +24.0% | -33.6% | -14.7% |
| YTD | -15.0% | -25.7% | +10.7% | -9.7% |
| 1Y | -19.1% | -33.6% | +14.4% | -11.7% |
| 3Y | +21.4% | -1.5% | +22.9% | +17.0% |
| 5Y | +51.2% | -9.6% | +60.8% | +46.2% |
| All | +237.8% | +198.9% | +38.9% | +138.8% |
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