-4.9%
SHOP vs TSCO
-28.6%
+23.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.2% | +3.1% | +6.6% |
| 7D | -9.0% | +15.7% | -24.8% | -11.3% |
| 30D | -4.4% | +16.4% | -20.8% | -7.0% |
| 3M | +24.1% | +11.2% | +12.9% | +21.8% |
| 6M | +20.0% | +14.9% | +5.1% | +16.2% |
| YTD | -4.9% | -25.4% | +20.5% | -14.3% |
| 1Y | -4.9% | -29.4% | +24.5% | -12.4% |
| All | -4.9% | -28.6% | +23.7% | -12.4% |
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 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