+1,215.7%
T vs TSCO
+50,177.4%
-48,961.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -1.5% | +1.7% | -3.2% | -1.6% |
| 30D | +7.6% | +2.8% | +4.8% | +7.4% |
| 3M | +15.3% | +17.9% | -2.6% | +14.0% |
| 6M | -8.5% | -28.6% | +20.1% | -6.6% |
| YTD | +6.8% | -28.0% | +34.8% | +8.8% |
| 1Y | -7.2% | -39.9% | +32.6% | -4.4% |
| 3Y | +108.2% | -14.0% | +122.2% | +108.9% |
| 5Y | +66.1% | -2.9% | +69.0% | +64.6% |
| 10Y | +65.3% | +199.5% | -134.2% | +51.9% |
| All | +1,215.7% | +50,177.4% | -48,961.8% | +910.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling