-1.5%
TSCO vs M
+158.0%
-159.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | +0.3% | +7.0% | -6.7% | -0.8% |
| 30D | +11.3% | +8.9% | +2.4% | +9.8% |
| 3M | +1.5% | +4.5% | -3.0% | +0.6% |
| 6M | +24.0% | +36.2% | -12.2% | +17.7% |
| YTD | -25.7% | +15.1% | -40.8% | -27.8% |
| 1Y | -33.6% | +27.4% | -61.0% | -36.5% |
| 3Y | -1.5% | +160.1% | -161.7% | -18.5% |
| All | -1.5% | +158.0% | -159.5% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling