+37.5%
F vs TSCO
-14.6%
+52.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.5% |
| 7D | +1.2% | +1.7% | -0.5% | +0.6% |
| 30D | +1.2% | +2.8% | -1.6% | +0.3% |
| 3M | -5.7% | +17.9% | -23.6% | -10.8% |
| 6M | +17.9% | -28.6% | +46.5% | +32.7% |
| YTD | +10.4% | -28.0% | +38.5% | +22.8% |
| 1Y | +25.3% | -39.9% | +65.2% | +50.2% |
| 3Y | +37.5% | -14.0% | +51.5% | +31.2% |
| All | +37.5% | -14.6% | +52.0% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling