-10.4%
TSCO vs M
+28.6%
-39.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.2% | -3.0% |
| 7D | -5.7% | -4.2% | -1.5% | -5.0% |
| 30D | -8.8% | -7.2% | -1.6% | -7.6% |
| 3M | +6.3% | -11.1% | +17.5% | +8.3% |
| 6M | -32.3% | +28.8% | -61.1% | -36.0% |
| YTD | -32.7% | +2.0% | -34.7% | -33.7% |
| 1Y | -43.7% | +31.3% | -74.9% | -47.4% |
| 3Y | -19.7% | +119.1% | -138.7% | -36.3% |
| All | -10.4% | +28.6% | -39.0% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling