-18.4%
TSCO vs SM
-0.7%
-17.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | -3.1% | +2.1% | -5.3% | -3.3% |
| 30D | -4.4% | +18.1% | -22.5% | -5.5% |
| 3M | +9.7% | +17.0% | -7.3% | +8.3% |
| 6M | -32.4% | +55.4% | -87.8% | -35.7% |
| YTD | -31.7% | +108.6% | -140.2% | -37.6% |
| 1Y | -41.3% | +45.7% | -86.9% | -44.2% |
| All | -18.4% | -0.7% | -17.7% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling