+54.8%
ON vs TSCO
-40.6%
+95.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.1% |
| 7D | +2.4% | +0.8% | +1.7% | +2.5% |
| 30D | -3.3% | +5.5% | -8.7% | -3.0% |
| 3M | -43.6% | +20.0% | -63.5% | -43.2% |
| 6M | +19.0% | -29.8% | +48.7% | +40.7% |
| YTD | +37.4% | -28.7% | +66.0% | +61.9% |
| 1Y | +54.8% | -40.9% | +95.7% | +93.0% |
| All | +54.8% | -40.6% | +95.4% | +93.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling