+207.0%
C vs TSCO
+198.9%
+8.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +4.2% | +0.3% | +3.9% | +4.1% |
| 30D | +2.0% | +11.3% | -9.4% | -1.6% |
| 3M | -10.1% | +1.5% | -11.6% | -11.0% |
| 6M | +1.0% | +24.0% | -23.0% | -6.9% |
| YTD | +8.5% | -25.7% | +34.2% | +17.3% |
| 1Y | +25.7% | -33.6% | +59.3% | +41.4% |
| 3Y | +216.0% | -1.5% | +217.5% | +201.7% |
| 5Y | +112.3% | -9.6% | +121.9% | +103.5% |
| All | +207.0% | +198.9% | +8.2% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling