-19.7%
TSCO vs MTB
+114.2%
-133.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.6% |
| 7D | -5.7% | 0.0% | -5.7% | -5.7% |
| 30D | -8.8% | -4.8% | -4.0% | -7.4% |
| 3M | +6.3% | +6.0% | +0.4% | +4.4% |
| 6M | -32.3% | +19.6% | -51.9% | -35.9% |
| YTD | -32.7% | +21.5% | -54.2% | -36.8% |
| 1Y | -43.7% | +24.7% | -68.4% | -47.6% |
| 3Y | -19.7% | +108.6% | -128.2% | -39.1% |
| All | -19.7% | +114.2% | -133.9% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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