+336.5%
ORCL vs TSCO
+190.2%
+146.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.0% |
| 7D | -0.7% | -3.1% | +2.4% | +0.2% |
| 30D | +5.1% | -4.4% | +9.5% | +6.4% |
| 3M | -23.7% | +9.7% | -33.4% | -26.0% |
| 6M | +3.1% | -32.4% | +35.5% | +14.2% |
| YTD | -20.8% | -31.7% | +10.9% | -13.1% |
| 1Y | -52.9% | -41.3% | -11.6% | -46.0% |
| 3Y | +25.4% | -18.3% | +43.7% | +26.4% |
| 5Y | +82.4% | -10.3% | +92.7% | +75.3% |
| All | +336.5% | +190.2% | +146.3% | +200.5% |
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