+325.3%
STX vs TSCO
-42.3%
+367.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -4.2% |
| 7D | -2.3% | -5.7% | +3.4% | -4.0% |
| 30D | -5.5% | -8.8% | +3.3% | -7.8% |
| 3M | -4.3% | +6.3% | -10.6% | -1.4% |
| 6M | +115.6% | -32.3% | +147.9% | +119.8% |
| YTD | +202.2% | -32.7% | +234.9% | +209.5% |
| 1Y | +325.3% | -43.7% | +369.0% | +323.3% |
| All | +325.3% | -42.3% | +367.5% | +323.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling