+640.0%
SLB vs TSCO
+52,086.5%
-51,446.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +4.4% | +8.7% | -4.3% | +3.5% |
| 3M | -2.7% | +1.2% | -4.0% | -3.0% |
| 6M | -7.5% | +21.6% | -29.1% | -9.5% |
| YTD | +34.8% | -25.3% | +60.1% | +37.8% |
| 1Y | +44.6% | -33.0% | +77.6% | +49.2% |
| 3Y | +3.2% | -2.3% | +5.4% | +2.7% |
| 5Y | +73.6% | -9.2% | +82.7% | +73.0% |
| 10Y | -14.3% | +202.2% | -216.5% | -23.0% |
| All | +640.0% | +52,086.5% | -51,446.6% | +454.8% |
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