-29.4%
TSCO vs MAR
+62.0%
-91.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.6% |
| 7D | +15.7% | +7.7% | +8.0% | +13.5% |
| 30D | +16.4% | +19.4% | -3.0% | +11.1% |
| 3M | +11.2% | +23.3% | -12.1% | +5.1% |
| 6M | +14.9% | +22.8% | -7.9% | +7.3% |
| YTD | -25.4% | +37.8% | -63.2% | -33.1% |
| 1Y | -29.4% | +57.4% | -86.8% | -40.4% |
| All | -29.4% | +62.0% | -91.4% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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