+181.2%
TSCO vs SM
+23.0%
+158.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.7% | +4.6% | -10.2% | -5.9% |
| 30D | -8.8% | +18.2% | -27.0% | -9.7% |
| 3M | +6.3% | +22.5% | -16.2% | +4.7% |
| 6M | -32.3% | +50.6% | -82.8% | -34.4% |
| YTD | -32.7% | +108.1% | -140.8% | -36.3% |
| 1Y | -43.7% | +46.0% | -89.7% | -45.5% |
| 3Y | -19.7% | +2.9% | -22.5% | -21.6% |
| 5Y | -11.6% | +112.6% | -124.2% | -18.0% |
| All | +181.2% | +23.0% | +158.3% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling