+82.3%
IVV vs TSCO
-6.8%
+89.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.5% |
| 7D | -0.4% | -2.5% | +2.1% | +0.2% |
| 30D | -1.4% | -1.1% | -0.3% | -1.2% |
| 3M | +3.7% | +14.3% | -10.6% | -0.2% |
| 6M | +13.0% | -31.9% | +44.9% | +24.9% |
| YTD | +12.4% | -30.7% | +43.1% | +23.0% |
| 1Y | +18.6% | -41.1% | +59.7% | +36.1% |
| 3Y | +78.1% | -17.1% | +95.2% | +77.8% |
| 5Y | +82.3% | -7.5% | +89.8% | +72.2% |
| All | +82.3% | -6.8% | +89.0% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling