+3,343.4%
STX vs TSCO
+185.7%
+3,157.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.3% |
| 7D | -2.3% | -5.7% | +3.4% | -0.6% |
| 30D | -5.5% | -8.8% | +3.3% | -3.2% |
| 3M | -4.3% | +6.3% | -10.6% | -6.9% |
| 6M | +115.6% | -32.3% | +147.9% | +140.6% |
| YTD | +202.2% | -32.7% | +234.9% | +236.3% |
| 1Y | +325.3% | -43.7% | +369.0% | +402.4% |
| 3Y | +1,283.9% | -19.7% | +1,303.6% | +1,304.5% |
| 5Y | +1,048.3% | -11.6% | +1,059.9% | +1,008.8% |
| All | +3,343.4% | +185.7% | +3,157.7% | +2,344.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling