-24.7%
TMUS vs TSCO
-41.6%
+16.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -5.8% | -3.1% | -2.7% | -5.5% |
| 30D | -0.2% | -4.4% | +4.1% | +0.2% |
| 3M | -4.0% | +9.7% | -13.7% | -4.6% |
| 6M | -18.1% | -32.4% | +14.3% | -15.9% |
| YTD | -11.3% | -31.7% | +20.3% | -9.7% |
| 1Y | -24.7% | -41.3% | +16.5% | -20.6% |
| All | -24.7% | -41.6% | +16.8% | -20.6% |
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