+1,077.4%
STX vs TSCO
-6.8%
+1,084.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.6% | -1.2% |
| 7D | +9.6% | -2.5% | +12.0% | +10.2% |
| 30D | +10.6% | -1.1% | +11.7% | +10.7% |
| 3M | +4.8% | +14.3% | -9.5% | +0.4% |
| 6M | +137.3% | -31.9% | +169.1% | +167.2% |
| YTD | +222.5% | -30.7% | +253.2% | +258.5% |
| 1Y | +366.2% | -41.1% | +407.3% | +449.8% |
| 3Y | +1,352.9% | -17.1% | +1,370.0% | +1,334.2% |
| 5Y | +1,077.4% | -7.5% | +1,085.0% | +991.7% |
| All | +1,077.4% | -6.8% | +1,084.2% | +991.7% |
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