+247.9%
SOXX vs TSCO
-11.8%
+259.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.4% |
| 7D | +1.4% | -5.7% | +7.0% | +3.3% |
| 30D | -3.6% | -8.8% | +5.2% | -0.8% |
| 3M | -10.2% | +6.3% | -16.5% | -12.5% |
| 6M | +54.2% | -32.3% | +86.5% | +77.6% |
| YTD | +75.2% | -32.7% | +107.9% | +100.7% |
| 1Y | +107.5% | -43.7% | +151.2% | +156.7% |
| 3Y | +226.8% | -19.7% | +246.4% | +229.5% |
| All | +247.9% | -11.8% | +259.7% | +220.4% |
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