-7.8%
TSCO vs TMF
-88.3%
+80.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +0.4% | -3.4% | +3.8% | +0.6% |
| 30D | +9.8% | +11.5% | -1.7% | +9.2% |
| 3M | +4.8% | -4.5% | +9.3% | +5.1% |
| 6M | +23.3% | -15.0% | +38.3% | +24.2% |
| YTD | -25.1% | -19.9% | -5.2% | -24.3% |
| 1Y | -32.7% | -26.6% | -6.2% | -31.8% |
| 3Y | -2.0% | -29.8% | +27.9% | -0.9% |
| 5Y | -7.8% | -88.2% | +80.4% | -4.1% |
| All | -7.8% | -88.3% | +80.5% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling