+320.5%
TMUS vs TSCO
+1,481.3%
-1,160.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.9% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | +5.3% | +5.5% | -0.2% | +3.2% |
| 3M | +3.1% | +20.0% | -16.8% | -3.8% |
| 6M | -16.5% | -29.8% | +13.3% | -6.4% |
| YTD | -9.2% | -28.7% | +19.5% | +0.6% |
| 1Y | -26.5% | -40.9% | +14.4% | -12.9% |
| 3Y | +39.0% | -15.9% | +55.0% | +40.1% |
| 5Y | +40.4% | -3.5% | +43.8% | +29.9% |
| 10Y | +303.7% | +142.2% | +161.5% | +137.3% |
| All | +320.5% | +1,481.3% | -1,160.8% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling