+3,703.4%
WMT vs TSCO
+46,929.1%
-43,225.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.4% |
| 7D | 0.0% | -5.7% | +5.7% | +0.4% |
| 30D | -7.4% | -8.8% | +1.3% | -6.8% |
| 3M | -10.9% | +6.3% | -17.2% | -11.3% |
| 6M | -12.7% | -32.3% | +19.6% | -10.5% |
| YTD | -3.2% | -32.7% | +29.5% | -0.8% |
| 1Y | +5.3% | -43.7% | +48.9% | +9.2% |
| 3Y | +101.9% | -19.7% | +121.5% | +103.9% |
| 5Y | +134.6% | -11.6% | +146.2% | +134.8% |
| 10Y | +440.4% | +184.1% | +256.3% | +401.2% |
| All | +3,703.4% | +46,929.1% | -43,225.8% | +2,885.4% |
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