+776.1%
IVV vs TSCO
+19,983.4%
-19,207.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +0.1% | +5.5% | -5.4% | -1.2% |
| 3M | +2.0% | +20.0% | -18.0% | -2.6% |
| 6M | +13.0% | -29.8% | +42.8% | +21.9% |
| YTD | +13.6% | -28.7% | +42.3% | +21.6% |
| 1Y | +20.1% | -40.9% | +61.0% | +34.3% |
| 3Y | +77.6% | -15.9% | +93.5% | +80.1% |
| 5Y | +82.5% | -3.5% | +85.9% | +77.2% |
| 10Y | +316.5% | +142.2% | +174.3% | +217.0% |
| All | +776.1% | +19,983.4% | -19,207.3% | +214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling