+4.9%
ORCL vs TSCO
-31.1%
+36.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +1.9% | +3.1% |
| 7D | +5.3% | +0.8% | +4.5% | +5.3% |
| 30D | +10.0% | +5.5% | +4.5% | +10.5% |
| 3M | -32.6% | +20.0% | -52.5% | -31.6% |
| 6M | +4.9% | -29.8% | +34.7% | +11.4% |
| All | +4.9% | -31.1% | +36.1% | +11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling