+476.2%
STX vs TSCO
-10.1%
+486.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | +14.6% | +0.3% | +14.3% | +14.5% |
| 30D | -26.0% | +11.3% | -37.3% | -27.9% |
| 3M | -42.6% | +1.5% | -44.1% | -43.0% |
| 6M | -35.3% | +24.0% | -59.2% | -39.6% |
| YTD | +92.5% | -25.7% | +118.1% | +110.4% |
| 1Y | +102.4% | -33.6% | +136.0% | +130.8% |
| 3Y | +673.8% | -1.5% | +675.4% | +613.2% |
| All | +476.2% | -10.1% | +486.3% | +431.1% |
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