+3.6%
GOOG vs TSCO
-28.6%
+32.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.0% | +3.3% |
| 7D | -10.7% | +15.7% | -26.5% | -10.4% |
| 30D | -16.4% | +16.4% | -32.9% | -16.2% |
| 3M | -23.4% | +11.2% | -34.6% | -23.0% |
| 6M | -24.2% | +14.9% | -39.2% | -23.8% |
| YTD | -8.3% | -25.4% | +17.2% | -5.1% |
| 1Y | +3.6% | -29.4% | +33.0% | +7.4% |
| All | +3.6% | -28.6% | +32.2% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling