+8.1%
ORCL vs TSCO
+1.5%
+6.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -6.5% | +6.8% | -13.3% | -6.9% |
| 30D | -16.6% | +11.3% | -27.8% | -17.2% |
| 3M | -21.6% | +9.1% | -30.7% | -22.0% |
| 6M | -39.4% | +24.2% | -63.6% | -40.6% |
| YTD | -38.7% | -23.5% | -15.1% | -36.0% |
| 1Y | -50.4% | -30.8% | -19.6% | -47.0% |
| 3Y | +8.1% | +0.1% | +8.0% | +1.4% |
| All | +8.1% | +1.5% | +6.6% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling