+6.2%
HD vs TSCO
-6.8%
+13.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.6% | +0.7% |
| 7D | -1.8% | -2.5% | +0.7% | -0.7% |
| 30D | -10.8% | -1.1% | -9.7% | -10.6% |
| 3M | -2.7% | +14.3% | -16.9% | -9.0% |
| 6M | -10.3% | -31.9% | +21.6% | +6.7% |
| YTD | -7.8% | -30.7% | +22.9% | +8.2% |
| 1Y | -23.1% | -41.1% | +17.9% | -2.4% |
| 3Y | +2.0% | -17.1% | +19.1% | +4.3% |
| 5Y | +6.2% | -7.5% | +13.8% | +1.9% |
| All | +6.2% | -6.8% | +13.0% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling