-18.4%
TSCO vs IRM
+98.2%
-116.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | -3.1% | -1.8% | -1.3% | -2.8% |
| 30D | -4.4% | -7.8% | +3.4% | -3.2% |
| 3M | +9.7% | -7.9% | +17.5% | +10.8% |
| 6M | -32.4% | +6.3% | -38.7% | -33.9% |
| YTD | -31.7% | +38.2% | -69.8% | -36.5% |
| 1Y | -41.3% | +19.8% | -61.1% | -44.1% |
| All | -18.4% | +98.2% | -116.6% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling