-9.7%
TSCO vs SMR
+7.6%
-17.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.3% | -3.5% |
| 7D | -2.5% | +13.1% | -15.5% | -2.9% |
| 30D | -1.1% | +17.8% | -18.9% | -1.8% |
| 3M | +14.3% | +8.1% | +6.2% | +13.6% |
| 6M | -31.9% | -11.1% | -20.8% | -32.1% |
| YTD | -30.7% | -23.7% | -7.0% | -30.7% |
| 1Y | -41.1% | -69.4% | +28.3% | -39.5% |
| 3Y | -17.1% | +82.6% | -99.7% | -27.1% |
| All | -9.7% | +7.6% | -17.3% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling