-5.8%
SLB vs TSCO
+185.7%
-191.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -2.5% | -5.7% | +3.1% | -0.8% |
| 30D | +7.1% | -8.8% | +15.9% | +10.0% |
| 3M | +0.6% | +6.3% | -5.7% | -1.6% |
| 6M | +17.6% | -32.3% | +49.9% | +31.5% |
| YTD | +48.5% | -32.7% | +81.2% | +66.0% |
| 1Y | +59.4% | -43.7% | +103.1% | +88.5% |
| 3Y | -0.4% | -19.7% | +19.3% | +3.4% |
| 5Y | +133.8% | -11.6% | +145.4% | +127.4% |
| All | -5.8% | +185.7% | -191.6% | -43.7% |
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