+26.0%
C vs TSCO
-28.6%
+54.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.6% | +1.5% |
| 7D | +1.1% | +15.7% | -14.7% | +0.5% |
| 30D | -2.4% | +16.4% | -18.9% | -3.0% |
| 3M | -8.4% | +11.2% | -19.6% | -8.8% |
| 6M | +0.3% | +14.9% | -14.6% | -0.2% |
| YTD | +9.1% | -25.4% | +34.5% | +10.3% |
| 1Y | +26.0% | -29.4% | +55.4% | +29.0% |
| All | +26.0% | -28.6% | +54.7% | +29.0% |
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 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