+275.4%
ORCL vs TSCO
+200.3%
+75.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +10.4% | +0.1% | +10.3% | +10.3% |
| 30D | -11.2% | +8.7% | -19.9% | -13.5% |
| 3M | -16.8% | +1.2% | -18.0% | -17.5% |
| 6M | -31.5% | +21.6% | -53.0% | -35.7% |
| YTD | -33.9% | -25.3% | -8.6% | -29.5% |
| 1Y | -43.3% | -33.0% | -10.3% | -37.5% |
| 3Y | +16.5% | -2.3% | +18.7% | +10.7% |
| 5Y | +45.4% | -9.2% | +54.6% | +39.1% |
| All | +275.4% | +200.3% | +75.1% | +147.0% |
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 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