-10.4%
TSCO vs IRM
+197.3%
-207.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -2.0% |
| 7D | -5.7% | -1.4% | -4.2% | -5.3% |
| 30D | -8.8% | -7.4% | -1.4% | -7.2% |
| 3M | +6.3% | -7.4% | +13.7% | +7.8% |
| 6M | -32.3% | +8.7% | -40.9% | -34.4% |
| YTD | -32.7% | +40.9% | -73.6% | -39.3% |
| 1Y | -43.7% | +20.5% | -64.2% | -47.3% |
| 3Y | -19.7% | +101.7% | -121.4% | -39.6% |
| All | -10.4% | +197.3% | -207.7% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling