-38.4%
TSCO vs TEM
+47.5%
-86.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -5.7% | -8.7% | +3.0% | -5.1% |
| 30D | -8.8% | +8.1% | -16.8% | -9.6% |
| 3M | +6.3% | +19.0% | -12.7% | +4.4% |
| 6M | -32.3% | +12.0% | -44.3% | -33.4% |
| YTD | -32.7% | -0.1% | -32.6% | -33.6% |
| 1Y | -43.7% | -33.5% | -10.1% | -43.0% |
| All | -38.4% | +47.5% | -86.0% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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