-52.9%
ORCL vs TSCO
-41.6%
-11.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.5% |
| 7D | -0.7% | -3.1% | +2.4% | -1.1% |
| 30D | +5.1% | -4.4% | +9.5% | +4.6% |
| 3M | -23.7% | +9.7% | -33.4% | -22.3% |
| 6M | +3.1% | -32.4% | +35.5% | -4.0% |
| YTD | -20.8% | -31.7% | +10.9% | -25.3% |
| 1Y | -52.9% | -41.3% | -11.6% | -60.3% |
| All | -52.9% | -41.6% | -11.3% | -60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling