+270.3%
ORCL vs TSCO
+198.9%
+71.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +8.0% | +0.3% | +7.7% | +7.8% |
| 30D | -4.0% | +11.3% | -15.3% | -7.2% |
| 3M | -19.5% | +1.5% | -20.9% | -20.2% |
| 6M | -33.5% | +24.0% | -57.4% | -37.9% |
| YTD | -34.8% | -25.7% | -9.1% | -30.4% |
| 1Y | -41.6% | -33.6% | -8.1% | -35.5% |
| 3Y | +13.8% | -1.5% | +15.3% | +7.8% |
| 5Y | +43.4% | -9.6% | +53.0% | +37.4% |
| All | +270.3% | +198.9% | +71.4% | +143.9% |
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