+13,245.4%
GOOG vs TSCO
+2,304.3%
+10,941.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | -2.5% | -3.1% | +0.6% | -1.7% |
| 30D | -3.6% | -4.4% | +0.7% | -2.5% |
| 3M | -6.4% | +9.7% | -16.1% | -9.1% |
| 6M | +7.8% | -32.4% | +40.2% | +18.8% |
| YTD | +5.5% | -31.7% | +37.2% | +15.5% |
| 1Y | +38.3% | -41.3% | +79.5% | +57.5% |
| 3Y | +143.1% | -18.3% | +161.4% | +146.9% |
| 5Y | +135.0% | -10.3% | +145.3% | +129.8% |
| 10Y | +778.1% | +188.5% | +589.6% | +501.9% |
| All | +13,245.4% | +2,304.3% | +10,941.1% | +5,087.2% |
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 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