+651.0%
SLB vs TSCO
+51,830.1%
-51,179.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +3.5% | +0.3% | +3.2% | +3.5% |
| 30D | +6.5% | +11.3% | -4.8% | +5.3% |
| 3M | -0.2% | +1.5% | -1.7% | -0.5% |
| 6M | -5.7% | +24.0% | -29.7% | -7.9% |
| YTD | +36.8% | -25.7% | +62.5% | +39.9% |
| 1Y | +45.8% | -33.6% | +79.3% | +50.5% |
| 3Y | +3.4% | -1.5% | +4.9% | +2.8% |
| 5Y | +76.1% | -9.6% | +85.7% | +75.6% |
| 10Y | -13.0% | +200.8% | -213.8% | -21.8% |
| All | +651.0% | +51,830.1% | -51,179.1% | +463.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling