+398.4%
TSM vs TSCO
-18.6%
+417.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | +2.6% | -3.1% | +5.8% | +3.1% |
| 30D | +1.4% | -4.4% | +5.8% | +2.0% |
| 3M | +5.0% | +9.7% | -4.7% | +3.2% |
| 6M | +24.0% | -32.4% | +56.4% | +34.3% |
| YTD | +41.6% | -31.7% | +73.2% | +52.5% |
| 1Y | +66.2% | -41.3% | +107.4% | +85.5% |
| All | +398.4% | -18.6% | +417.0% | +409.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling