+196.2%
ON vs TSCO
+20,602.5%
-20,406.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.8% |
| 7D | -2.2% | +1.7% | -3.8% | -2.8% |
| 30D | -12.4% | +2.8% | -15.2% | -13.5% |
| 3M | -41.2% | +17.9% | -59.1% | -45.3% |
| 6M | +25.0% | -28.6% | +53.6% | +39.2% |
| YTD | +31.3% | -28.0% | +59.3% | +45.6% |
| 1Y | +45.4% | -39.9% | +85.3% | +72.9% |
| 3Y | -27.4% | -14.0% | -13.4% | -26.3% |
| 5Y | +58.5% | -2.9% | +61.4% | +53.0% |
| 10Y | +561.8% | +199.5% | +362.3% | +307.9% |
| All | +196.2% | +20,602.5% | -20,406.3% | -43.7% |
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