+13,957.4%
TSM vs TSCO
+17,948.3%
-3,990.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.1% |
| 7D | +6.0% | +1.7% | +4.4% | +5.6% |
| 30D | +4.5% | +2.8% | +1.7% | +3.6% |
| 3M | +3.1% | +17.9% | -14.8% | -2.0% |
| 6M | +30.2% | -28.6% | +58.8% | +41.2% |
| YTD | +45.2% | -28.0% | +73.3% | +56.7% |
| 1Y | +79.6% | -39.9% | +119.4% | +103.1% |
| 3Y | +411.0% | -14.0% | +425.0% | +414.4% |
| 5Y | +290.7% | -2.9% | +293.6% | +273.5% |
| 10Y | +1,753.6% | +199.5% | +1,554.1% | +1,142.4% |
| All | +13,957.4% | +17,948.3% | -3,990.9% | +3,255.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling