-41.3%
TSCO vs M
+25.2%
-66.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | -0.8% |
| 7D | -3.1% | -8.8% | +5.6% | -1.9% |
| 30D | -4.4% | -16.4% | +12.0% | -2.1% |
| 3M | +9.7% | -10.8% | +20.5% | +11.0% |
| 6M | -32.4% | +16.1% | -48.5% | -34.4% |
| YTD | -31.7% | -5.3% | -26.4% | -31.6% |
| 1Y | -41.3% | +24.9% | -66.1% | -44.2% |
| All | -41.3% | +25.2% | -66.4% | -44.2% |
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