+68.3%
T vs TSCO
-9.4%
+77.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.8% |
| 7D | -2.4% | -3.1% | +0.7% | -2.0% |
| 30D | +4.3% | -4.4% | +8.6% | +4.9% |
| 3M | +11.6% | +9.7% | +1.9% | +10.0% |
| 6M | -5.6% | -32.4% | +26.8% | -0.8% |
| YTD | +6.6% | -31.7% | +38.2% | +11.4% |
| 1Y | -8.4% | -41.3% | +32.9% | -2.0% |
| 3Y | +107.8% | -18.3% | +126.2% | +109.2% |
| 5Y | +68.3% | -10.3% | +78.5% | +62.7% |
| All | +68.3% | -9.4% | +77.7% | +62.7% |
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