+67.2%
F vs TSCO
+200.3%
-133.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | -3.9% | +0.1% | -3.9% | -3.9% |
| 30D | -0.5% | +8.7% | -9.2% | -3.6% |
| 3M | -12.9% | +1.2% | -14.2% | -13.6% |
| 6M | +1.5% | +21.6% | -20.0% | -6.5% |
| YTD | -5.0% | -25.3% | +20.3% | +4.0% |
| 1Y | -7.3% | -33.0% | +25.6% | +5.7% |
| 3Y | +45.3% | -2.3% | +47.5% | +40.6% |
| 5Y | -15.8% | -9.2% | -6.6% | -17.2% |
| All | +67.2% | +200.3% | -133.2% | +10.0% |
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