+49,750.0%
TSCO vs M
+311.9%
+49,438.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.5% |
| 7D | +0.8% | +4.7% | -3.9% | -0.3% |
| 30D | +5.5% | -9.6% | +15.1% | +7.9% |
| 3M | +20.0% | +0.9% | +19.1% | +19.2% |
| 6M | -29.8% | +22.3% | -52.1% | -33.7% |
| YTD | -28.7% | +6.5% | -35.2% | -30.6% |
| 1Y | -40.9% | +38.8% | -79.7% | -46.3% |
| 3Y | -15.9% | +115.9% | -131.8% | -35.2% |
| 5Y | -3.5% | +28.6% | -32.1% | -21.2% |
| 10Y | +142.2% | -2.5% | +144.8% | +76.6% |
| All | +49,750.0% | +311.9% | +49,438.1% | +24,634.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling