-2.1%
IGV vs TSCO
-40.6%
+38.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.3% |
| 7D | -4.5% | +0.8% | -5.3% | -4.6% |
| 30D | +3.2% | +5.5% | -2.2% | +2.7% |
| 3M | +4.5% | +20.0% | -15.4% | +3.1% |
| 6M | +22.1% | -29.8% | +51.9% | +22.1% |
| YTD | -1.0% | -28.7% | +27.6% | -0.1% |
| 1Y | -2.1% | -40.9% | +38.8% | +0.3% |
| All | -2.1% | -40.6% | +38.5% | +0.3% |
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 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