+252.1%
INTC vs TSCO
+185.7%
+66.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.1% |
| 7D | +7.5% | -5.7% | +13.1% | +9.6% |
| 30D | +2.0% | -8.8% | +10.7% | +5.1% |
| 3M | -12.0% | +6.3% | -18.3% | -14.4% |
| 6M | +114.5% | -32.3% | +146.8% | +144.2% |
| YTD | +179.0% | -32.7% | +211.7% | +216.4% |
| 1Y | +318.3% | -43.7% | +362.0% | +408.4% |
| 3Y | +171.2% | -19.7% | +190.9% | +181.4% |
| 5Y | +107.6% | -11.6% | +119.2% | +103.1% |
| All | +252.1% | +185.7% | +66.4% | +120.1% |
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