-29.4%
TSCO vs M
+36.6%
-65.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.6% | -3.4% | +2.8% |
| 7D | +15.7% | +8.3% | +7.5% | +14.0% |
| 30D | +16.4% | +14.2% | +2.3% | +13.8% |
| 3M | +11.2% | -1.1% | +12.3% | +10.8% |
| 6M | +14.9% | +36.6% | -21.7% | +8.4% |
| YTD | -25.4% | +19.8% | -45.2% | -27.9% |
| 1Y | -29.4% | +37.2% | -66.6% | -34.5% |
| All | -29.4% | +36.6% | -65.9% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling