+15,370.0%
TSCO vs IRM
+9,897.4%
+5,472.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | +1.7% | +1.6% | 0.0% | +1.3% |
| 30D | +2.8% | -4.2% | +7.0% | +3.7% |
| 3M | +17.9% | -5.4% | +23.3% | +19.0% |
| 6M | -28.6% | +12.0% | -40.6% | -31.0% |
| YTD | -28.0% | +42.0% | -70.1% | -34.5% |
| 1Y | -39.9% | +29.9% | -69.7% | -44.3% |
| 3Y | -14.0% | +104.4% | -118.4% | -29.9% |
| 5Y | -2.9% | +191.0% | -193.9% | -28.1% |
| 10Y | +199.5% | +417.1% | -217.6% | +85.8% |
| All | +15,370.0% | +9,897.4% | +5,472.6% | +6,879.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling