+59.8%
ON vs TSCO
-11.8%
+71.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.5% | +10.0% | +9.1% |
| 7D | +2.4% | -5.7% | +8.0% | +4.8% |
| 30D | -8.6% | -8.8% | +0.1% | -5.3% |
| 3M | -34.3% | +6.3% | -40.7% | -36.7% |
| 6M | +28.5% | -32.3% | +60.8% | +53.8% |
| YTD | +40.6% | -32.7% | +73.3% | +68.4% |
| 1Y | +55.3% | -43.7% | +99.0% | +105.0% |
| 3Y | -22.2% | -19.7% | -2.5% | -20.5% |
| All | +59.8% | -11.8% | +71.7% | +48.0% |
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 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