-7.5%
T vs TSCO
-42.3%
+34.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.1% |
| 7D | +1.5% | -5.7% | +7.1% | +1.9% |
| 30D | +7.5% | -8.8% | +16.2% | +8.1% |
| 3M | +14.8% | +6.3% | +8.5% | +14.3% |
| 6M | -1.7% | -32.3% | +30.5% | -1.9% |
| YTD | +8.7% | -32.7% | +41.4% | +6.9% |
| 1Y | -7.5% | -43.7% | +36.2% | -5.4% |
| All | -7.5% | -42.3% | +34.8% | -5.4% |
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