-13.3%
F vs TSCO
-5.7%
-7.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +1.0% | +6.8% | -5.9% | -1.8% |
| 30D | +2.1% | +11.3% | -9.1% | -2.5% |
| 3M | -10.3% | +9.1% | -19.3% | -13.8% |
| 6M | +3.3% | +24.2% | -20.9% | -7.1% |
| YTD | -2.0% | -23.5% | +21.6% | +8.7% |
| 1Y | -2.3% | -30.8% | +28.5% | +13.7% |
| 3Y | +49.9% | +0.1% | +49.8% | +36.6% |
| All | -13.3% | -5.7% | -7.6% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling