+217.8%
INTU vs TSCO
+185.7%
+32.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.4% |
| 7D | -3.3% | -5.7% | +2.3% | -1.3% |
| 30D | -3.9% | -8.8% | +4.8% | -0.6% |
| 3M | +16.6% | +6.3% | +10.3% | +13.7% |
| 6M | -26.4% | -32.3% | +5.8% | -15.9% |
| YTD | -51.0% | -32.7% | -18.3% | -44.0% |
| 1Y | -50.8% | -43.7% | -7.1% | -40.0% |
| 3Y | -40.1% | -19.7% | -20.4% | -38.6% |
| 5Y | -41.2% | -11.6% | -29.6% | -42.7% |
| All | +217.8% | +185.7% | +32.0% | +113.6% |
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