+13,634.3%
TSM vs TSCO
+17,794.9%
-4,160.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.7% | +2.5% |
| 7D | +2.7% | +0.8% | +2.0% | +2.5% |
| 30D | +3.6% | +5.5% | -1.9% | +2.0% |
| 3M | -3.4% | +20.0% | -23.3% | -8.6% |
| 6M | +20.6% | -29.8% | +50.4% | +31.4% |
| YTD | +41.9% | -28.7% | +70.5% | +53.4% |
| 1Y | +84.4% | -40.9% | +125.3% | +109.6% |
| 3Y | +380.2% | -15.9% | +396.2% | +386.5% |
| 5Y | +275.3% | -3.5% | +278.8% | +259.3% |
| 10Y | +1,751.4% | +142.2% | +1,609.2% | +1,209.6% |
| All | +13,634.3% | +17,794.9% | -4,160.6% | +3,185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling