-6.4%
T vs TSCO
-28.6%
+22.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.2% | +1.5% |
| 7D | +5.5% | +15.7% | -10.3% | +3.6% |
| 30D | -8.9% | +16.4% | -25.3% | -10.3% |
| 3M | -5.6% | +11.2% | -16.8% | -6.7% |
| 6M | -14.3% | +14.9% | -29.2% | -15.7% |
| YTD | -7.9% | -25.4% | +17.5% | -11.3% |
| 1Y | -6.4% | -29.4% | +23.0% | -8.4% |
| All | -6.4% | -28.6% | +22.2% | -8.4% |
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