-9.7%
IGV vs TSCO
-42.3%
+32.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -2.9% | -5.7% | +2.7% | -2.5% |
| 30D | -1.5% | -8.8% | +7.2% | -0.8% |
| 3M | +11.7% | +6.3% | +5.4% | +10.9% |
| 6M | +18.4% | -32.3% | +50.7% | +19.1% |
| YTD | -3.9% | -32.7% | +28.8% | -2.5% |
| 1Y | -9.7% | -43.7% | +34.0% | -5.5% |
| All | -9.7% | -42.3% | +32.6% | -5.5% |
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