+41.9%
TMUS vs TSCO
-6.8%
+48.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -1.7% |
| 7D | -5.3% | -2.5% | -2.9% | -4.9% |
| 30D | +0.1% | -1.1% | +1.2% | +0.3% |
| 3M | -0.6% | +14.3% | -14.9% | -3.3% |
| 6M | -17.5% | -31.9% | +14.3% | -11.3% |
| YTD | -11.3% | -30.7% | +19.4% | -5.3% |
| 1Y | -25.4% | -41.1% | +15.7% | -17.5% |
| 3Y | +35.5% | -17.1% | +52.7% | +35.7% |
| 5Y | +41.9% | -7.5% | +49.4% | +36.6% |
| All | +41.9% | -6.8% | +48.7% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling