-11.0%
TSCO vs SMR
+1.6%
-12.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.1% | -1.2% |
| 7D | -3.1% | +4.7% | -7.8% | -3.3% |
| 30D | -4.4% | +3.2% | -7.6% | -4.6% |
| 3M | +9.7% | +9.9% | -0.2% | +9.0% |
| 6M | -32.4% | -15.1% | -17.3% | -32.5% |
| YTD | -31.7% | -27.9% | -3.7% | -31.6% |
| 1Y | -41.3% | -70.2% | +29.0% | -39.6% |
| 3Y | -18.3% | +72.5% | -90.8% | -28.0% |
| All | -11.0% | +1.6% | -12.6% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling