+85.2%
F vs TSCO
+190.2%
-104.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.7% |
| 7D | -3.7% | -3.1% | -0.6% | -2.6% |
| 30D | -0.7% | -4.4% | +3.6% | +0.8% |
| 3M | -1.9% | +9.7% | -11.6% | -5.6% |
| 6M | +16.1% | -32.4% | +48.5% | +32.6% |
| YTD | +9.5% | -31.7% | +41.1% | +23.9% |
| 1Y | +27.2% | -41.3% | +68.5% | +52.4% |
| 3Y | +36.3% | -18.3% | +54.6% | +41.2% |
| 5Y | +49.3% | -10.3% | +59.5% | +48.3% |
| All | +85.2% | +190.2% | -104.9% | +24.1% |
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 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