+49,750.0%
TSCO vs MOD
+993.9%
+48,756.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.4% |
| 7D | +0.8% | +9.6% | -8.8% | -0.8% |
| 30D | +5.5% | 0.0% | +5.4% | +5.2% |
| 3M | +20.0% | -35.4% | +55.3% | +27.3% |
| 6M | -29.8% | -7.3% | -22.5% | -31.0% |
| YTD | -28.7% | +45.8% | -74.5% | -35.9% |
| 1Y | -40.9% | +43.1% | -84.1% | -47.4% |
| 3Y | -15.9% | +297.7% | -313.6% | -42.3% |
| 5Y | -3.5% | +1,478.8% | -1,482.2% | -51.2% |
| 10Y | +142.2% | +1,633.4% | -1,491.2% | +2.6% |
| All | +49,750.0% | +993.9% | +48,756.2% | +18,679.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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