+7.0%
WMT vs TSCO
-40.6%
+47.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | +3.9% | +0.8% | +3.2% | +3.8% |
| 30D | -4.4% | +5.5% | -9.9% | -5.1% |
| 3M | -8.8% | +20.0% | -28.7% | -11.5% |
| 6M | -15.6% | -29.8% | +14.2% | -9.0% |
| YTD | -3.2% | -28.7% | +25.4% | +4.0% |
| 1Y | +7.0% | -40.9% | +48.0% | +19.5% |
| All | +7.0% | -40.6% | +47.7% | +19.5% |
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