+307.3%
C vs TSCO
+52,243.2%
-51,936.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.8% |
| 7D | -0.4% | +0.4% | -0.9% | -0.5% |
| 30D | -5.3% | +9.8% | -15.2% | -6.5% |
| 3M | -8.0% | +4.8% | -12.8% | -8.7% |
| 6M | -0.3% | +23.3% | -23.5% | -3.3% |
| YTD | +8.6% | -25.1% | +33.7% | +11.9% |
| 1Y | +25.8% | -32.7% | +58.6% | +31.3% |
| 3Y | +221.2% | -2.0% | +223.1% | +218.1% |
| 5Y | +113.6% | -7.8% | +121.4% | +111.8% |
| 10Y | +218.3% | +203.2% | +15.2% | +171.4% |
| All | +307.3% | +52,243.2% | -51,936.0% | +173.7% |
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 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