+3.4%
SLB vs TSCO
-2.3%
+5.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.7% |
| 3M | -0.2% | +1.5% | -1.7% | -0.8% |
| 6M | -5.7% | +24.0% | -29.7% | -11.4% |
| YTD | +36.8% | -25.7% | +62.5% | +48.8% |
| 1Y | +45.8% | -33.6% | +79.3% | +64.3% |
| 3Y | +3.4% | -1.5% | +4.9% | +4.6% |
| All | +3.4% | -2.3% | +5.7% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling