+292.4%
C vs TSCO
+185.7%
+106.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.7% |
| 7D | +0.8% | -5.7% | +6.5% | +2.6% |
| 30D | +0.9% | -8.8% | +9.7% | +3.7% |
| 3M | +1.1% | +6.3% | -5.3% | -1.5% |
| 6M | +28.4% | -32.3% | +60.7% | +44.4% |
| YTD | +20.8% | -32.7% | +53.5% | +35.2% |
| 1Y | +43.4% | -43.7% | +87.1% | +70.6% |
| 3Y | +274.9% | -19.7% | +294.6% | +284.4% |
| 5Y | +136.7% | -11.6% | +148.3% | +127.2% |
| All | +292.4% | +185.7% | +106.7% | +135.7% |
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