-33.6%
TSCO vs TMF
-30.5%
-3.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +0.3% | -9.3% | +9.5% | +3.4% |
| 30D | +11.3% | +1.9% | +9.4% | +11.0% |
| 3M | +1.5% | -11.2% | +12.7% | +4.4% |
| 6M | +24.0% | -17.7% | +41.7% | +28.7% |
| YTD | -25.7% | -24.5% | -1.2% | -21.7% |
| 1Y | -33.6% | -29.4% | -4.1% | -28.6% |
| All | -33.6% | -30.5% | -3.1% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling