+49,750.0%
TSCO vs SM
+1,223.2%
+48,526.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +5.5% | +26.3% | -20.9% | +3.4% |
| 3M | +20.0% | +8.7% | +11.3% | +18.7% |
| 6M | -29.8% | +51.7% | -81.5% | -32.7% |
| YTD | -28.7% | +99.0% | -127.7% | -33.2% |
| 1Y | -40.9% | +34.6% | -75.5% | -43.0% |
| 3Y | -15.9% | -7.8% | -8.2% | -17.7% |
| 5Y | -3.5% | +104.8% | -108.2% | -13.0% |
| 10Y | +142.2% | +7.2% | +135.0% | +93.5% |
| All | +49,750.0% | +1,223.2% | +48,526.8% | +32,255.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling