+78.1%
IVV vs TSCO
-2.3%
+80.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | -2.0% | +11.3% | -13.3% | -3.7% |
| 3M | -2.8% | +1.5% | -4.2% | -3.1% |
| 6M | +2.2% | +24.0% | -21.8% | -1.8% |
| YTD | +11.5% | -25.7% | +37.2% | +17.6% |
| 1Y | +13.5% | -33.6% | +47.1% | +22.7% |
| 3Y | +78.1% | -1.5% | +79.6% | +74.1% |
| All | +78.1% | -2.3% | +80.4% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling