+2,993.7%
SHOP vs TSCO
+185.7%
+2,807.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.5% |
| 7D | -11.2% | -5.7% | -5.6% | -8.5% |
| 30D | -14.4% | -8.8% | -5.6% | -10.2% |
| 3M | +16.6% | +6.3% | +10.3% | +12.5% |
| 6M | -0.6% | -32.3% | +31.7% | +20.7% |
| YTD | -20.0% | -32.7% | +12.7% | -4.3% |
| 1Y | -11.2% | -43.7% | +32.5% | +17.1% |
| 3Y | +99.5% | -19.7% | +119.2% | +106.3% |
| 5Y | -13.2% | -11.6% | -1.6% | -15.1% |
| All | +2,993.7% | +185.7% | +2,807.9% | +1,678.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling