+494.4%
TEAM vs TSCO
+185.7%
+308.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | -5.2% | -5.7% | +0.4% | -3.1% |
| 30D | +15.8% | -8.8% | +24.5% | +19.9% |
| 3M | +101.5% | +6.3% | +95.1% | +96.3% |
| 6M | +138.2% | -32.3% | +170.4% | +175.3% |
| YTD | +10.8% | -32.7% | +43.5% | +27.8% |
| 1Y | +1.7% | -43.7% | +45.4% | +26.0% |
| 3Y | -16.0% | -19.7% | +3.6% | -13.4% |
| 5Y | -52.7% | -11.6% | -41.1% | -53.0% |
| All | +494.4% | +185.7% | +308.7% | +338.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling