-10.3%
TSCO vs SM
+5.5%
-15.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.3% | +9.4% | -9.1% | -0.6% |
| 30D | +11.3% | -14.4% | +25.7% | +12.5% |
| 3M | +1.5% | +1.6% | -0.1% | +0.5% |
| 6M | +24.0% | +6.3% | +17.6% | +21.5% |
| YTD | -25.7% | +78.8% | -104.5% | -32.6% |
| 1Y | -33.6% | +83.1% | -116.7% | -40.0% |
| 3Y | -1.5% | -5.9% | +4.4% | -5.8% |
| All | -10.3% | +5.5% | -15.8% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling