+206.4%
HD vs TSCO
+185.7%
+20.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.7% |
| 7D | -3.8% | -5.7% | +1.8% | -1.2% |
| 30D | -9.4% | -8.8% | -0.7% | -5.5% |
| 3M | -4.6% | +6.3% | -10.9% | -7.7% |
| 6M | -10.1% | -32.3% | +22.2% | +7.0% |
| YTD | -8.3% | -32.7% | +24.4% | +8.9% |
| 1Y | -25.0% | -43.7% | +18.7% | -3.1% |
| 3Y | +1.5% | -19.7% | +21.2% | +7.2% |
| 5Y | +5.6% | -11.6% | +17.2% | +4.7% |
| All | +206.4% | +185.7% | +20.7% | +81.4% |
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 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