+780.7%
GOOG vs TSCO
+185.7%
+594.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +1.9% |
| 7D | 0.0% | -5.7% | +5.7% | +1.6% |
| 30D | -2.0% | -8.8% | +6.8% | +0.5% |
| 3M | -5.9% | +6.3% | -12.2% | -7.8% |
| 6M | +8.9% | -32.3% | +41.2% | +20.5% |
| YTD | +7.1% | -32.7% | +39.8% | +18.3% |
| 1Y | +39.7% | -43.7% | +83.4% | +62.3% |
| 3Y | +145.8% | -19.7% | +165.5% | +148.3% |
| 5Y | +138.6% | -11.6% | +150.2% | +129.9% |
| All | +780.7% | +185.7% | +594.9% | +539.3% |
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