-6.7%
SBUX vs TSCO
-11.8%
+5.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -5.5% | -5.7% | +0.2% | -3.7% |
| 30D | -8.5% | -8.8% | +0.3% | -5.8% |
| 3M | -2.9% | +6.3% | -9.2% | -5.1% |
| 6M | -1.5% | -32.3% | +30.7% | +11.4% |
| YTD | +19.4% | -32.7% | +52.1% | +34.7% |
| 1Y | +22.9% | -43.7% | +66.6% | +47.6% |
| 3Y | +11.3% | -19.7% | +31.0% | +14.6% |
| All | -6.7% | -11.8% | +5.1% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling