-12.3%
TSCO vs SMR
-14.3%
+2.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.7% | +14.1% | -0.9% |
| 7D | -5.7% | -11.2% | +5.6% | -5.3% |
| 30D | -8.8% | -10.2% | +1.5% | -8.5% |
| 3M | +6.3% | -10.0% | +16.4% | +6.4% |
| 6M | -32.3% | -30.5% | -1.8% | -31.9% |
| YTD | -32.7% | -39.2% | +6.5% | -32.2% |
| 1Y | -43.7% | -75.5% | +31.8% | -41.7% |
| 3Y | -19.7% | +45.4% | -65.1% | -28.8% |
| All | -12.3% | -14.3% | +2.0% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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