+349.1%
C vs TSCO
+49,750.0%
-49,400.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +3.6% | +0.8% | +2.8% | +3.5% |
| 30D | +0.1% | +5.5% | -5.4% | -0.7% |
| 3M | +2.4% | +20.0% | -17.5% | -0.1% |
| 6M | +24.9% | -29.8% | +54.7% | +30.2% |
| YTD | +19.8% | -28.7% | +48.5% | +24.3% |
| 1Y | +44.9% | -40.9% | +85.8% | +53.9% |
| 3Y | +263.0% | -15.9% | +278.9% | +267.0% |
| 5Y | +129.5% | -3.5% | +133.0% | +126.5% |
| 10Y | +291.6% | +142.2% | +149.4% | +242.3% |
| All | +349.1% | +49,750.0% | -49,400.9% | +204.1% |
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