+673.8%
STX vs TSCO
-2.3%
+676.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.1% |
| 7D | +14.6% | +0.3% | +14.3% | +14.6% |
| 30D | -26.0% | +11.3% | -37.3% | -26.1% |
| 3M | -42.6% | +1.5% | -44.1% | -42.4% |
| 6M | -35.3% | +24.0% | -59.2% | -36.4% |
| YTD | +92.5% | -25.7% | +118.1% | +108.8% |
| 1Y | +102.4% | -33.6% | +136.0% | +126.7% |
| 3Y | +673.8% | -1.5% | +675.4% | +628.6% |
| All | +673.8% | -2.3% | +676.1% | +628.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling