+48,339.6%
TSCO vs OMC
+2,544.5%
+45,795.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.5% | -0.2% | -2.4% |
| 7D | -2.5% | -4.2% | +1.8% | -1.0% |
| 30D | -1.1% | -7.5% | +6.4% | +1.5% |
| 3M | +14.3% | +4.6% | +9.6% | +11.8% |
| 6M | -31.9% | -4.8% | -27.0% | -31.1% |
| YTD | -30.7% | -1.0% | -29.7% | -31.7% |
| 1Y | -41.1% | +3.8% | -44.9% | -43.2% |
| 3Y | -17.1% | +10.2% | -27.4% | -23.0% |
| 5Y | -7.5% | +29.7% | -37.3% | -20.8% |
| 10Y | +192.6% | +32.3% | +160.3% | +134.1% |
| All | +48,339.6% | +2,544.5% | +45,795.1% | +18,168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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