+84.4%
TSM vs TSCO
-40.6%
+125.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.7% | +2.9% |
| 7D | +2.7% | +0.8% | +2.0% | +2.8% |
| 30D | +3.6% | +5.5% | -1.9% | +3.8% |
| 3M | -3.4% | +20.0% | -23.3% | -2.9% |
| 6M | +20.6% | -29.8% | +50.4% | +24.5% |
| YTD | +41.9% | -28.7% | +70.5% | +47.4% |
| 1Y | +84.4% | -40.9% | +125.3% | +86.5% |
| All | +84.4% | -40.6% | +125.0% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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