-19.7%
TSCO vs MAR
+66.4%
-86.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.1% |
| 7D | -5.7% | -0.5% | -5.1% | -5.5% |
| 30D | -8.8% | -5.4% | -3.3% | -7.1% |
| 3M | +6.3% | -15.5% | +21.8% | +12.1% |
| 6M | -32.3% | +3.0% | -35.2% | -33.3% |
| YTD | -32.7% | +8.5% | -41.2% | -35.3% |
| 1Y | -43.7% | +26.0% | -69.6% | -48.8% |
| 3Y | -19.7% | +68.6% | -88.3% | -39.3% |
| All | -19.7% | +66.4% | -86.0% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling