+59.4%
SLB vs TSCO
-42.3%
+101.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -2.5% | -5.7% | +3.1% | -1.7% |
| 30D | +7.1% | -8.8% | +15.9% | +8.4% |
| 3M | +0.6% | +6.3% | -5.7% | -0.4% |
| 6M | +17.6% | -32.3% | +49.9% | +29.6% |
| YTD | +48.5% | -32.7% | +81.2% | +64.1% |
| 1Y | +59.4% | -43.7% | +103.1% | +74.2% |
| All | +59.4% | -42.3% | +101.7% | +74.2% |
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 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