+629.3%
ON vs TSCO
+185.7%
+443.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.5% | +10.0% | +9.2% |
| 7D | +2.4% | -5.7% | +8.0% | +5.0% |
| 30D | -8.6% | -8.8% | +0.1% | -5.0% |
| 3M | -34.3% | +6.3% | -40.7% | -36.9% |
| 6M | +28.5% | -32.3% | +60.8% | +52.1% |
| YTD | +40.6% | -32.7% | +73.3% | +66.5% |
| 1Y | +55.3% | -43.7% | +99.0% | +101.6% |
| 3Y | -22.2% | -19.7% | -2.5% | -19.1% |
| 5Y | +62.4% | -11.6% | +74.0% | +58.3% |
| All | +629.3% | +185.7% | +443.6% | +322.3% |
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 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