+106.1%
T vs TSCO
-18.6%
+124.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.7% |
| 7D | -2.4% | -3.1% | +0.7% | -2.1% |
| 30D | +4.3% | -4.4% | +8.6% | +4.8% |
| 3M | +11.6% | +9.7% | +1.9% | +10.4% |
| 6M | -5.6% | -32.4% | +26.8% | -2.2% |
| YTD | +6.6% | -31.7% | +38.2% | +9.8% |
| 1Y | -8.4% | -41.3% | +32.9% | -3.7% |
| All | +106.1% | -18.6% | +124.7% | +108.4% |
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 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