+302.1%
F vs TSCO
+49,750.0%
-49,447.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.3% |
| 7D | +5.3% | +0.8% | +4.6% | +5.2% |
| 30D | +4.6% | +5.5% | -0.9% | +3.9% |
| 3M | -3.7% | +20.0% | -23.6% | -5.9% |
| 6M | +16.8% | -29.8% | +46.6% | +21.4% |
| YTD | +15.3% | -28.7% | +44.0% | +19.5% |
| 1Y | +31.0% | -40.9% | +71.9% | +38.8% |
| 3Y | +45.4% | -15.9% | +61.4% | +47.5% |
| 5Y | +54.7% | -3.5% | +58.1% | +54.4% |
| 10Y | +98.2% | +142.2% | -44.0% | +77.3% |
| All | +302.1% | +49,750.0% | -49,447.9% | +172.8% |
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