-13.1%
SLB vs TSCO
+198.9%
-211.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +6.5% | +11.3% | -4.8% | +2.7% |
| 3M | -0.2% | +1.5% | -1.7% | -1.3% |
| 6M | -5.7% | +24.0% | -29.7% | -12.8% |
| YTD | +36.8% | -25.7% | +62.5% | +47.9% |
| 1Y | +45.8% | -33.6% | +79.3% | +63.3% |
| 3Y | +3.4% | -1.5% | +4.9% | +0.2% |
| 5Y | +76.1% | -9.6% | +85.7% | +70.6% |
| All | -13.1% | +198.9% | -211.9% | -50.5% |
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