-5.7%
SLB vs TSCO
+21.8%
-27.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.4% |
| 7D | +3.5% | +0.3% | +3.2% | +3.5% |
| 30D | +6.5% | +11.3% | -4.8% | +7.2% |
| 3M | -0.2% | +1.5% | -1.7% | +0.1% |
| 6M | -5.7% | +24.0% | -29.7% | -4.0% |
| All | -5.7% | +21.8% | -27.5% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling