+139.5%
SLB vs TSCO
-3.2%
+142.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +0.4% | +1.7% | -1.2% | 0.0% |
| 30D | +13.6% | +2.8% | +10.8% | +12.8% |
| 3M | +1.5% | +17.9% | -16.4% | -2.6% |
| 6M | +23.0% | -28.6% | +51.6% | +33.2% |
| YTD | +51.2% | -28.0% | +79.3% | +63.2% |
| 1Y | +63.5% | -39.9% | +103.3% | +84.5% |
| 3Y | +2.5% | -14.0% | +16.5% | +5.7% |
| All | +139.5% | -3.2% | +142.8% | +145.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling